Statistics Seminar Speaker: George Michailidis, 11/09/2016

Event Layout

Wednesday Nov 09 2016

Statistics Seminar Speaker: George Michailidis, 11/09/2016

4:15pm @ G01 Biotechnology

The Statistics Seminar speaker for Wednesday, Nov. 9, 2016 will be George Michailidis, Professor of Statistics and the Director of the Informatics Institute, University of Florida. 

Title: Adaptive Sampling for Identifying Thresholds in Observational Data

Abstract: We are interested in the problem of threshold and location estimation for large scale data. We introduce a general 2-stage sampling scheme for observed databases and time-series, which we coin ’intelligent sampling’, which aims to estimate parameters using an appropriately chosen subsample of the data. Ideally this method can yield optimal convergence rates using a vanishing fraction of the entire dataset, and our analysis of several change point problems support this hypothesis. We can demonstrate that in the single change point model, intelligent sampling achieves the optimal Op(1/N ) rate of convergence by only analyzing a subsample of O( √ N) points from the full dataset. Futhermore, we explore the possibility of adapting this methodology to the multiple change point models and change-planes models in higher dimensions.  

PDF iconMichailidis - Flyer.pdf