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DTSTART:20180325T010000
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DTSTART:20181028T010000
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DTSTART;TZID=Europe/Paris:20181120T140000
DTEND;TZID=Europe/Paris:20181120T151500
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CREATED:20181031T072046Z
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SUMMARY:Guenther WALTHER (Stanford University) - "Constructing an optimal confidence set for a distribution function with applications to visualizing data"
DESCRIPTION:\nThe Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 20th of November 2018 exceptionally Tuesday\nPlace: Room 3001.\nGuenther WALTHER (Stanford University) – “Constructing an optimal confidence set for a distribution function with applications to visualizing data“ \nAbstract: \nWe show how to construct a confidence set of distribution functions that have the same optimal estimation performance as the empirical distribution function\, but which may be much simpler\, that is the distribution functions may have many fewer jumps.\nWe show how an accelerated dynamic program can be applied to a relaxed optimization problem in order to find the distribution function in the confidence set that has the fewest jumps.\nWe propose to use this distribution function for summarizing and visualizing the data via a histogram\, as this distribution function is the simplest function that optimally addresses the two main tasks of the histogram: estimating probabilities and detecting features such as increases and (anti)modes in the distribution. We will illustrate our methodology with examples.\nThis is joint work with Housen Li\, Axel Munk\, and Hannes Sieling.\nOrganizers:\nCristina BUTUCEA\, Alexandre TSYBAKOV\, Julie JOSSE\, Eric MOULINES\, Mathieu ROSENBAUM\nSponsors:\nCREST-CMAP\n \n\n
URL:https://crest.science/event/jamal-najim-cnrs-upem-tba-2-2-3-5-2-2-2-2-2-2-3-3/
CATEGORIES:Statistics
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