[Colloquium] Talks at TTIC: Tomorrow at Noon! Samory Kpotufe

[Dawn Ellis]

When:     Friday, October 18th at Noon

Where:    TTIC, 6045 S Kenwood Avenue, 5th Floor, Room #526

Who:       Samory Kpotufe

Title:       Self-tuning in nonparametric regression.


Abstract:

Contemporary statistical procedures are making inroads into a diverse
range of applications in the natural sciences and engineering. However
it is difficult to use those procedures "off-the-shelf" because they
have to be properly tuned to the particular application.

In this talk, we present some "adaptive" regression procedures,
i.e. procedures which self-tune, optimally, to the unknown
parameters of the problem at hand.

We consider regression on a general metric space X of unknown dimension,
where the output Y is given as f(x) + noise. We are interested in
adaptivity at any input point x in X: the algorithm must self-tune to
the unknown "local" parameters of the problem at x. The most important
such parameters, are (1) the unknown smoothness of f, and (2) the
unknown intrinsic dimension, both defined over a neighborhood of x.
Existing results on adaptivity have typically
treated these two problem parameters separately, resulting in methods
that solve only part of the self-tuning problem.

Using various regressors as an example, we first develop insight
 into tuning to unknown dimension. We then present
an approach for kernel regression which allows simultaneous adaption to
smoothness and dimension locally at a point x. This latest approach
combines
intuition for tuning to dimension, and intuition from so-called Lepski's
method
for tuning to smoothness. The overall approach is likely to generalize to
other nonparametric methods.


***************************************
Research at TTIC Seminar Series

TTIC is hosting a weekly seminar series presenting the research currently
underway at the Institute. Every week a different TTIC faculty member will
present their research.  The lectures are intended both for students
seeking research topics and adviser, and for the general TTIC and
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Speaker details can be found at: http://www.ttic.edu/tticseminar.php.

For additional questions, please contact David McAllester at
mcallester at ttic.edu


-- 
*Dawn Ellis*
Administrative Coordinator,
Bookkeeper
773-834-1757
dellis at ttic.edu

TTIC
6045 S. Kenwood Ave.
Chicago, IL. 60637
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