[Statlist] Next talk: Friday, 10.05.2019, with Jon Wellner, University of Washington

[Maurer Letizia]

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ETH and University of Zurich

Organisers:

Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Friday, 10.05.2019, at 15.15 h  ETH Zurich, HG G19.1
with Jon Wellner, University of Washington

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Title:

Multiplier Processes in Statistics: a new multiplier inequality and applications

Abstract:

Multiplier empirical processes have proved to be one of the key unifying themes in modern empirical process theory, with statistical applications including basic symmetriza- tion methods, bootstrap and resampling theory, and analysis of empirical risk minimization procedures. At the heart of the theory of these multiplier processes, a collection of multiplier inequalities provide the basic tools which drive the theoretical developments. In this talk I will review some some of the basic multiplier empirical processes, and explain their importance for a variety of problems in statistics. I will briefly compare sev- eral multiplier inequalities old and new, and then focus on application of a new multiplier inequality, and discuss one particular statistical application concerning convergence rates of least squares estimators (LSE) in regression models with possibly “heavy-tailed” errors. Particular cases involving sparse linear regression, shape restrictions, and finite sampling empirical processes will be mentioned briefly. (This talk is based on the University of Washington Ph.D. work of Qiyang (Roy) Han.)


This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar

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