Statistics Seminar Speaker: Andrew Barron, 4/12/2017

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Wednesday Apr 12 2017

Statistics Seminar Speaker: Andrew Barron, 4/12/2017

4:15pm @ G01 Biotechnology

The Statistics Seminar speaker for Wednesday, April 12, 2017 is Andrew Barron, Professor of Statistics and Data Science at Yale University. Barron's research interests include statistical information theory, statistical inference, model selection, probability limit theorems, asymptotics of Bayes procedures, high-dimensional function estimation, artificial neural networks, approximation theory, investment theory, and capacity-achieving sparse superposition codes.

Title: Upper and Lower Risk Bounds for High-Dimensional Ridge Function Combinations Including Neural Networks

Abstract: Let f  be a function of d variables with variation v_f with respect to a class of smooth ridge functions with l_1 control on their internal parameter vectors. For a general noise settings, we show that the statistical risk E|| hat.f− f||^2 is not more than v_f {(log d) /n}^{1/3}, to within a constant factor, where n is the sample size and hat.f is either a penalized least squares estimator or a greedily obtained version of such using linear combinations of the specified smooth ridge functions (e.g. using sinusoidal, spline or sigmoidal activation functions as arise in single hidden layer neural nets). Our risk bound is effective even when the dimension d is much larger than the available sample size, as long as d = exp{o(n)}. In this setting these are among the first results to provide favorable risk control for this flexible class of very high-dimensional nonlinear regression. When the dimension is larger than the cube root of the sample size this quantity is seen to improve the more familiar risk bound of v_f {d log(n/d)/n}^{1/2}, also investigated here.  Similar lower bounds on the minimax risk are obtained of order {(log d)/n}^{1/2}. Thus the upper and lower bounds on optimal risk are of the form (log d)/n to a fractional power between 1/3 and 1/2.   This is joint research with Jason Klusowski.

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