printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability and statistics

ashwin pananjady

uc berkeley

statistics meets computation: exploring the interface between parametric and non-parametric modeling

abstract:

modeling and tractable computation form two fundamental but competing pillars of data science; indeed, fitting good models to data is often computationally challenging in modern applications. focusing on the canonical tasks of ranking and regression, i introduce problems where this tension is immediately apparent, and present methodological solutions that are both statistically sound and computationally tractable. i begin by describing a class of ``permutation-based'' models as a flexible alternative to parametric modeling in a host of inference problems including ranking from ordinal data. i introduce procedures that narrow a conjectured statistical-computational gap, demonstrating that carefully chosen non-parametric structure can significantly improve robustness to mis-specification while maintaining interpretability. next, i address a complementary question in the context of convex regression, where i show that the curse of dimensionality inherent to non-parametric modeling can be mitigated via parametric approximation. our provably optimal methodology demonstrates that it is often possible to enhance the interpretability of non-parametric models while maintaining important aspects of their flexibility.

host: ery arias-castro

march 5, 2020

1:00 pm

csb 003

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