Detecting Anomalies Using Statistical Distances | SciPy 2018

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Detecting Anomalies Using Statistical Distances | SciPy 2018 | Charles Masson

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Enthought

Күн бұрын

Пікірлер: 17

@arshamafsardeir2692 2 жыл бұрын

The best explanation of Statistical Distances that I have found. Easy and nice explanation of Kolmogrov-Smirinov, Wasserstein distance, and KL-divergence.

@mathman2170 2 жыл бұрын

Love it when a talk presents the material in a carefully developed, logical, manner. Merci!

@MauricioSalazare 6 жыл бұрын

Well done! Nice explanation!

@kimmupfumira3417 2 жыл бұрын

Great explanation! Easy to digest.

@jamesmckeown4743 4 жыл бұрын

17:13 there should be a negative in the definition of KL

@Mayur7Garg 3 жыл бұрын

I think the negative should be based on whether you are minimizing or maximizing it. By definition, distances are always positive.

@minesinitiativesrussie1778 5 жыл бұрын

T'es le meilleur fillot ! J'ai rien compris mais c'est quand même la classe !

@TheBjjninja 5 жыл бұрын

6:15 we should either reject or fail to reject H0 i believe. Instead of “accept H0”

@harry8175ritchie 4 жыл бұрын

AKA accept. I think it depends on where you learn statistics. My professors always said accept and reject.

@mikhaeldito 4 жыл бұрын

Semantically, "accepting H0" and "failing to reject H0" are the same. But they are not! P-value is a measure of the probability of our data assuming that the null hypothesis (such as no difference between two groups) is true. So, it is a measure against the null, not in favour of the null. This is why we have a statistical test of no difference, or similarity, that is called equivalence tests.

@joelwillis2043 3 жыл бұрын

@@harry8175ritchie AKA NO. You can't conclude your assumption based on your assumption. This is like logic 101. HARD FAIL GO DRIVE A TRUCK FOR LIVING.

@harry8175ritchie 3 жыл бұрын

Not the way to handle it buddy.

@nmertsch8725 5 жыл бұрын

This is a great presentation! Is there a reason why you did not commit the nth Wasserstein distance to SciPy?

@canmetan670 4 жыл бұрын

docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wasserstein_distance.html As of this date, latest stable version of scipy is 1.3.1 on pip. This has been allegedly available after 1.0.0