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Extensions of Dynamic Programming, Machine Learning, Discrete Optimization
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functional signed directionality
Nonparametric Functional Quantiles, Skewness, and Probability Bands via the Functional Signed Directionality
Emmanuel Ambriz, Postdoctoral Research Fellow, Statistics
Sep 25, 12:00
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13:00
B9 L2 R2325
functional signed directionality
We propose the Functional Signed Directionality (FuSD), a nonparametric order for function-valued random elements that defines a pushforward distribution on the real line. This construction enables probabilistic inference in the functional domain: we define set-valued functional quantiles, introduce quantile-based summaries of functional spread and skewness, and construct tight probability bands that reflect the underlying functional law via the FuSD distribution.
