Statistics Seminar Speaker: Xingye Qiao, 9/16/15

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Wednesday Sep 16 2015

Statistics Seminar Speaker: Xingye Qiao, 9/16/15

4:15pm @ 122 Gates Hall (Retelny Conference Room)

The Statistics Seminar for Wednesday, Sept. 16, will be led by Xingye Qiao of Binghamton University. Dr. Qiao received a master's and Ph.D in Statistics from the University of North Carolina at Chapel Hill. Since 2010, he's served as assistant professor within Binghamton University's Department of Mathematical Sciences. His research interests include Statistical Machine Learning and Data Mining, High Dimension Low Sample Size Data Analysis, Biometrics and Bioinformatics, and Actuarial Science and Quantitative Finance. 

Title: Stabilized Nearest Neighbor Classifier and Its Statistical Properties

Abstract: The stability of statistical analysis is an important indicator for reproducibility, which is one main principle of scientific method. It entails that similar statistical conclusions can be reached based on independent samples from the same underlying population. In this paper, we introduce a general measure of classification instability (CIS) to quantify the sampling variability of the prediction made by a classification method. Interestingly, the asymptotic CIS of any weighted nearest neighbor classifier turns out to be proportional to the Euclidean norm of its weight vector. Based on this concise form, we propose a stabilized nearest neighbor (SNN) classifier, which distinguishes itself from other nearest neighbor classifiers, by taking the stability into consideration. In theory, we prove that SNN attains the minimax optimal convergence rate in risk, and a sharp convergence rate in CIS. The latter rate result is established for general plug-in classifiers under a low-noise condition. Extensive simulated and real examples demonstrate that SNN achieves a considerable improvement in CIS over existing nearest neighbor classifiers, with comparable classification accuracy. We implement the algorithm in a publicly available R package snn. This is a joint work with Wei Sun and Guang Cheng. 

Refreshments will be served after the seminar in 1181 Comstock Hall.