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Statistics Seminar - Jonathon Niles-Weed (New York University)

Event Type
Seminar/Symposium
Sponsor
Xiaohui Chen
Virtual
wifi event
Date
Oct 15, 2020   3:30 pm  
Views
160
Originating Calendar
Department of Statistics Event Calendar

Abstract: The classical regression problem seeks to estimate a function f on the basis of independent pairs (x_i,y_i) where E[y_i]=f(x_i), i=1,…n. In this talk, we consider statistical and computational aspects of the "uncoupled" version of this problem, where one observes only the unordered sets {x_1,…,x_n} and {y_1,…,y_n} and still hopes to recover information about f. Under the assumption that f is nondecreasing, we give minimax statistical rates under weak moment conditions on y_i and provide an efficient algorithm achieving the optimal rates. Both upper and lower bounds employ moment-matching arguments based on optimal transport theory. Joint work with Philippe Rigollet.

Zoom Link: https://illinois.zoom.us/j/98865501886?pwd=ZGVmM3JaT0FxdWt6NzdIVXNsNzFHdz09

Meeting ID: 988 6550 1886
Password: 423842

link for robots only