Szego Seminar: "Ensemble Methods with Time Series"

Abstract: Ensemble methods have gained a lot of popularity in the machine learning community for their predictive performance. Indeed, high variance, bias, or overfitting can usually be remedied by some sort of model averaging. In this walk we will apply explore some ensemble methods for time-dependent data via lé bootstrap. The talk will be accommodating for students without a statistics background. (For example, we will define variance, bias, and overfitting).