[Statlist] Research seminar in statistics November 27th 2015, GSEM University of Geneva

[Eva Cantoni]

Organisers :
E. Cantoni - D. La Vecchia - E. Ronchetti -
S. Sperlich - F. Trojani - M-P. Victoria-Feser

Friday November 27th, 2015 at 11h15 - Room M 5220, Uni Mail (40, bd du 
Pont-d'Arve)

TITLE:
Distributed estimation and hypothesis testing with statistical guarantees

Heather Battey
Imperial College and Princeton University

ABSTRACT:
In many applications, the rows of an $(n x d)$ data matrix are 
distributed across multiple machines, either due to the experimental 
design or due to the impracticalities associated with storing and 
manipulating large scale data on a single machine. This results in $k$ 
smaller data sets of dimensions $((n/k) x d)$, where $k$ is the number 
of machines. How large can $k$ be relative to $n$ and $d$ such that an 
aggregate of the $k$ statistics delivers the same statistical 
performance as the practically infeasible full sample statistic? I will 
discuss this question in the context of hypothesis testing and 
estimation in linear and generalised linear models, giving particular 
focus to the more challenging case of $d>n$. In the context of 
hypothesis testing, statistical guarantees are distributional, whilst 
for estimation they come in the form of minimax rates of convergence.


Visit the website: http://www.stat-center.unige.ch/ressem.html

Karen Longden Roure
Program Coordinator
MSc. in Management, MSc. in Economics, MSc. in Statistics
Université de Genève, Uni-Mail
Faculté d'Economie & Management, GSEM
40, bd. du Pont d'Arve, 1211 Genève 4
Tél:  +41.22.379.8109 (10h-14h)


-- 
Prof. Eva Cantoni
Research Center for Statistics and
  Geneva School of Economics and Management
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
gsem.unige.ch/rcs/cantoni