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In this talk, we shall discuss some methods of supervised classification
of finite dimensional multivariate data and infinite dimensional sequence
data with a common and finite state space. For finite dimensional
multivariate data, we will discuss the maximum depth classifier based on
projection depth and related ideas. We also consider some classification
problems under l_p-symmetry of the distribution of data and discuss
classifiers based on l_p depth. In the context of sequence data, we will
discuss some classifiers based on Markov models. We will also consider
some non-parametric classifiers based on distributions of k-words.
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