<div dir="ltr">
<div class="gmail_default"><font face="arial, helvetica, sans-serif"><b>When: </b> Friday, January 17th at 10:30am</font></div><div class="gmail_default"><b><font face="arial, helvetica, sans-serif"><br></font></b></div><div class="gmail_default"><font face="arial, helvetica, sans-serif"><b>Where: </b> <b> </b><font color="#000000">John <span>Crerar</span> Library, Room 390</font></font></div><div class="gmail_default"><br></div><div class="gmail_default"><font face="arial, helvetica, sans-serif"><b>Who: </b> </font><span>Rina</span> Foygel Barber, University of Chicago</div><div class="gmail_default"><br></div><div class="gmail_default"><div style="margin:0px;padding:0px 0px 20px;width:1337.3px"><div id="gmail-m_7565390571107994566gmail-m_-569267802564266516gmail-m_-978526927384699194gmail-m_-258872558681626189gmail-m_7892145076067228843gmail-m_5973536039809665600gmail-m_8981509827062507860m_-1716425035494854120gmail-m_-7046164151338661196gmail-m_-3695523444922846162gmail-m_-6347408271442848163gmail-m_-7404826267275577745m_-4289695673627584033gmail-m_-5513052736425723567gmail-m_-1232615408917137598gmail-m_-8170851091567805726gmail-m_5060498845683329548gmail-m_6370517152245766134m_60372103153299925gmail-m_3939378776351258492m_-5744785253320301212gmail-m_-3431820893768067416m_-4781781202659172041gmail-m_1411384538057782154gmail-m_-2602862226548060193gmail-m_2308107385707571375gmail-m_-4294178622907846594gmail-m_-8828297477395305783gmail-m_472195179138337646gmail-m_7702150797537706748m_6360626503578278750gmail-m_4825572068462259833gmail-m_6990054991242104006gmail-m_2677612458337831619gmail-:18i" style="direction:ltr;margin:8px 0px 0px;padding:0px"><div id="gmail-m_7565390571107994566gmail-m_-569267802564266516gmail-m_-978526927384699194gmail-m_-258872558681626189gmail-m_7892145076067228843gmail-m_5973536039809665600gmail-m_8981509827062507860m_-1716425035494854120gmail-m_-7046164151338661196gmail-m_-3695523444922846162gmail-m_-6347408271442848163gmail-m_-7404826267275577745m_-4289695673627584033gmail-m_-5513052736425723567gmail-m_-1232615408917137598gmail-m_-8170851091567805726gmail-m_5060498845683329548gmail-m_6370517152245766134m_60372103153299925gmail-m_3939378776351258492m_-5744785253320301212gmail-m_-3431820893768067416m_-4781781202659172041gmail-m_1411384538057782154gmail-m_-2602862226548060193gmail-m_2308107385707571375gmail-m_-4294178622907846594gmail-m_-8828297477395305783gmail-m_472195179138337646gmail-m_7702150797537706748m_6360626503578278750gmail-m_4825572068462259833gmail-m_6990054991242104006gmail-m_2677612458337831619gmail-:18h" style="overflow:hidden;font-variant-numeric:normal;font-variant-east-asian:normal;font-stretch:normal;line-height:1.5"><div><font face="arial, helvetica, sans-serif"><b>Title:</b> </font> Predictive inference with the jackknife+</div><div><span style="color:rgb(0,0,0)"><br></span></div><div><font face="arial, helvetica, sans-serif"><b>Abstract: </b></font>We introduce the jackknife+, a novel method for constructing predictive
confidence intervals that is robust to the distribution of the data. The
jackknife+ modifies the well-known jackknife (leave-one-out
cross-validation) to account for the variability in the fitted
regression function when we subsample the training data. Assuming
exchangeable training samples, we prove that the jackknife+ permits
rigorous coverage guarantees regardless of the distribution of the data
points, for any algorithm that treats the training points symmetrically.
Such guarantees are not possible for the original jackknife and we
demonstrate examples where the coverage rate may actually vanish. Our
theoretical and empirical analysis reveals that the jackknife and
jackknife+ intervals achieve nearly exact coverage and have similar
lengths whenever the fitting algorithm obeys some form of stability. We
also extend to the setting of K-fold cross-validation. Our methods are
related to cross-conformal prediction proposed by Vovk [2015] and we
discuss connections. This work is joint with Emmanuel Candes, Aaditya
Ramdas, and Ryan Tibshirani.</div><div><br></div><div><b><span>Bio</span>:</b> Rina Foygel Barber is an Associate
Professor in the Department of Statistics at the University of Chicago.
Before starting at U of C, she was a NSF postdoctoral fellow during
2012-13 in the Department of Statistics at Stanford University,
supervised by Emmanuel Candès. She received her PhD in Statistics at the
University of Chicago in 2012, advised by Mathias Drton and Nati
Srebro, and a MS in Mathematics at the University of Chicago in 2009.
Prior to graduate school, she was a mathematics teacher at the Park
School of Baltimore from 2005 to 2007.</div><div>===========================================</div></div></div></div></div>
<div><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><font face="arial, helvetica, sans-serif"><b>Jerome Allen</b><br></font><div><font face="arial, helvetica, sans-serif">Executive Assistant<br></font></div><div><font face="arial, helvetica, sans-serif" color="#3d85c6"><b>Toyota Technological Institute</b></font></div><div><font face="arial, helvetica, sans-serif" color="#3d85c6">6045 S. Kenwood Avenue</font></div><div><font face="arial, helvetica, sans-serif" color="#3d85c6">Room 518</font></div><div><font face="arial, helvetica, sans-serif" color="#3d85c6">Chicago, IL 60637</font></div><div><font face="arial, helvetica, sans-serif">p:(773) 702-2311<br></font></div><div><i><b><a href="mailto:jallen@ttic.edu" target="_blank"><font face="arial, helvetica, sans-serif">jallen@ttic.edu</font></a></b></i></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div>