BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Paris
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20200329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20201025T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20200323T140000
DTEND;TZID=Europe/Paris:20200323T151500
DTSTAMP:20260712T212118
CREATED:20200114T080351Z
LAST-MODIFIED:20200114T080351Z
UID:12404-1584972000-1584976500@crest.science
SUMMARY:CANCELLED : Pierre ALQUIER (RIKEN) - "Finite sample properties of parametric MD estimation: robustness to misspecification and dependence"
DESCRIPTION:\nThe Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 23th of March 2020\nPlace: Room 3001.\nPierre ALQUIER (RIKEN) – “Finite sample properties of parametric MD estimation: robustness to misspecification and dependence” \nAbstract: Many works in statistics aim at designing a universal estimation procedure. This question is of major interest\, in particular because it leads to robust estimators\, a very hot topic in statistics and machine learning. In this paper\, we tackle the problem of universal estimation using a minimum distance estimator presented in Briol et al. (2019) based on the Maximum Mean Discrepancy. We show that the estimator is robust to both dependence and to the presence of outliers in the dataset. We also highlight the connections that may exist with minimum distance estimators using L2-distance. Finally\, we provide a theoretical study of the stochastic gradient descent algorithm used to compute the estimator\, and we support our findings with numerical simulations. \nOrganizers:\nCristina BUTUCEA\, Alexandre TSYBAKOV\, Julie JOSSE\, Eric MOULINES\, Mathieu ROSENBAUM\nSponsors:\nCREST-CMAP\n \n\n
URL:https://crest.science/event/pierre-alquier/
CATEGORIES:Statistics
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR