Hernando Ombao’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and statistical aspects of machine learning’
Hernando Ombao 对机器学习概率与统计讨论会论文的评论
I congratulate the authors for their fundamental contribution that demonstrates how the existing tests for change-points can be represented by a neural network. The major consequence is that with sufficient data, the performance of these neural networks should be at par with these existing tests. This formulation is very insightful and inspired me to revisit the previous work on models for non-stationary time series that use time-localized representations such as wavelets,…