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Inference for Dependent Data with Cluster Learning

10.12.2018 16:45 - 17:45

This paper proposes a cluster-based inferential procedure. Observations are grouped into clusters which are learned using an unsupervised hierarchical clustering algorithm given a known similarity measure. We use a randomization inference procedure to perform cluster-based inference on the learned clusters. We give conditions under which our procedure asymptotically attains correct size. This paper is joint work with Jianfei Cao, Christian Hansen, Lucciano Villacorta.

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