澳门新葡8455最新网站,澳门新葡www.8455.com最新网站

学术活动(121)

Unified Rules of Renewable Weighted Sums for Various Online Updating Estimations

发布者:澳门新葡8455最新网站   发布时间:2020-09-03  浏览次数:76



系列学术活动之(121)

题    目:


Unified Rules of Renewable Weighted Sums for Various Online Updating Estimations


摘    要:

We establish unified frameworks of renewable weighted sums (RWS) for various online updating estimations in the models with streaming data sets. The newly defined RWS lays the foundation of online updating likelihood, online updating loss function, online updating estimating equation and so on. The idea of RWS is intuitive and heuristic, and the algorithm is computationally simple. This paper chooses nonparametric model as an exemplary setting. The RWS applies to various types of nonparametric estimators, which include but are not limited to nonparametric likelihood, quasi-likelihood and least squares. Furthermore, the method and the theory can be extended into the models with both parameter and nonparametric function. The estimation consistency and asymptotic normality of the proposed renewable estimator are established, and the oracle property is obtained. Moreover, these properties are always satisfied, without any constraint on the number of data batches, which means that the new method is adaptive to the situation where streaming data sets arrive perpetually. The behavior of the method is further illustrated by various numerical examples from simulation experiments and real data analysis.

报 告 人:

林路 教授 (山东大学)

时    间:

202094日(星期五)15:00-16:30

地    点:

报告Tencent会议号223 755 886

会议主题:临沂大学数统学院邀请报告

点击链接直接加入会议:

https://meeting.tencent.com/s/Q2Vz9D3L11oD



报告人概况:

林路,山东大学金融研究院教授、博士生导师。在南开大学获得博士学位后,先在南开大学任教,然后到山东大学任教至今;从事大数据、高维统计、非参数和半参数统计以及金融统计等方的研究,在国际统计学、机器学习和相关应用学科顶级期刊(包括Annals of Statistics, Journal of Machine Learning Research, PLoS computational biology)和其它重要期刊发表研究论文110余篇;主持过多项国家自然科学基金课题、博士点专项基金课题、山东省自然科学基金重点项目等;获得国家统计局颁发的统计科技进步一等和二等奖(排名第一),山东省优秀教学成果一等奖(排名第一);是教育部应用统计专业硕士教育引导委员会成员,山东省政府参事。






XML 地图 | Sitemap 地图