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Matching Estimation for Data-Generating Experiments

Professor Yannis YatracosYau Mathematical Sciences Centre, Tsinghua University, Beijing

Date:30 September 2020, Wednesday

Location:via ZOOM. Meeting details indicated below.

Time:03.00pm - 04.00pm, Singapore time

In a Data-Generating Experiment (DGE), the observed sample of size n, x=x(θ )(ε Rnxd), has intractable or unavailable c.d.f. Fθ, and θ‘s statistical nature is unknown; θεΘ, d≥ 1. Matching estimates of θ are introduced, from the “best” x-matches with samples X*(θ*), θ*εΘ, obtained from a Sampler or Black-Box with input θ*. Under mild conditions, these estimates are consistent and upper bounds on the rates of convergence in probability (not in distribution) are obtained which, when Θ is subset of Rm, can be (log n/n)1/2; m ≥1. Averages of M Matching Estimates are successful for the mixture 2 normals, Tukey’s (a,b,g,h) and the (a,b,g,k) models. The Empirical Discrimination Index for DGE introduced provides insight on DGE’s parameter discrimination and for comparing DGEs.

This seminar will be held via ZOOM:  
Please download ZOOM China from the above link to access the meeting room. 

Meeting ID: 18430443981

Password: ICCM