Scholarly Colloquia and Events

  • 12/4 Statistics Colloquium, Subhashis Ghosal

    STATISTICS COLLOQUIUM

     

    Subhashis Ghosal

    Distinguished Professor

    Department of Statistics

    North Carolina State University

     

    Posterior Contraction and Credible Sets for Filaments of Regression Functions

     

    Abstract

    The filament of a smooth function f consists of local maximizers of f when moving in a certain direction. The filament is an important geometrical feature of the surface of the graph of a function. It is also considered as an important lower dimensional summary in analyzing multivariate data. There have been some recent theoretical studies on estimating filaments of a density function using a nonparametric kernel density estimator. In this talk, we consider a Bayesian approach and concentrate on the nonparametric regression problem. We study the posterior contraction rates for filaments using a finite random series of tensor products of B-splines prior on the regression function.

    Compared with the kernel method, this has the advantage that the bias can be better controlled when the function is smoother, which allows obtaining better rates. Under an isotropic Holder smoothness condition, we obtain the posterior contraction rate for the filament under two different metrics --- a distance of separation along an integral curve, and the Hausdorff distance between sets. Moreover, we construct credible sets for the filament having optimal size with sufficient frequentist coverage. We study the performance of our proposed method through a simulation study and apply on a dataset about  California earthquakes to assess the fault-line of the maximum local earthquake intensity.

     

    Based on joint work with my former graduate student, Dr. Wei Li, Assistant Professor, Syracuse University, New York.

     

    DATE:  Wednesday, December 4, 2019

    TIME:   4:00 pm

    PLACE: Philip E. Austin Bldg., Rm. 344

     

    Coffee will be served at 3:30 pm in the Noether Lounge (AUST 326)

    For more information, contact: Tracy Burke at tracy.burke@uconn.edu