講座題目:Review of Distributed Statistical Inference
主持人:陳夏 教授
講座人:張日權 教授
講座日期:2022年6月10日
講座時間:15:00
地點:騰訊會議( ID:160 331 424)
講座人簡介:
張日權,華東師范大學統(tǒng)計學院院長,教授,博士生導師。擔任教育部統(tǒng)計與數(shù)據(jù)科學前沿理論及應用重點實驗室主任,中國現(xiàn)場統(tǒng)計研究會大數(shù)據(jù)統(tǒng)計分會理事長,中國商業(yè)統(tǒng)計學會數(shù)據(jù)科學與商業(yè)智能分會副理事長,上海統(tǒng)計學會副會長,《應用概率統(tǒng)計》期刊常務副主編。主持多項國家自然科學基金、教育部博士點基金、國家統(tǒng)計局重點項目等研究項目20多項;發(fā)表論文170余篇,出版專著2部,教材2部。先后獲得上海市育才獎,上海市自然科學獎三等獎,上海市教學成果一等獎。主要研究方向:大數(shù)據(jù)統(tǒng)計,金融統(tǒng)計,非/半?yún)?shù)統(tǒng)計,超/高維數(shù)據(jù)分析,函數(shù)型數(shù)據(jù)分析、統(tǒng)計機器學習。
講座簡介:The rapid emergence of massive datasets in various fields poses a serious challenge to traditional statistical methods. Meanwhile, it provides opportunities for researchers to develop novel algorithms. Inspired by the idea of divide-and-conquer, various distributed frameworks for statistical estimation and inference have been proposed. They were developed to deal with large-scale statistical optimization problems. This report aims to provide a comprehensive review for related literature. It includes parametric models, nonparametric models, and other frequently used models. Their key ideas and theoretical properties are summarized. The trade-off between communication cost and estimate precision together with other concerns are discussed.