Hao Helen Zhang - Colloquium Speaker

Professor and Chair, Statistics and Data Science Graduate Interdisciplinary Program; Professor, Mathematics; Professor, Applied Mathematics GIDP, University of Arizona

https://www.math.arizona.edu/~hzhang/

Date:

Thursday, October 27, 2022 - 3:15pm

Colloquium Title:

Scalable and Model-free Methods for Multiclass Probability Estimation

Abstract:

Classical approaches for multiclass probability estimation are mostly model-based, such as logistic regression or LDA, by making certain assumptions on the underlying data distribution. We propose a new class of model-free methods to estimate class probabilities based on large-margin classifiers. The method is scalable for high-dimensional data by employing the divide-and-conquer technique, which solves multiple weighted large-margin classifiers and then constructs probability estimates by aggregating multiple classification rules. Without relying on any parametric assumption, the estimates are shown to be consistent asymptotically. Both simulated and real data examples are presented to illustrate the performance of the new procedure.

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Topic: Colloquium -- Department of Statistics and Actuarial Science -- University of Iowa
Time: Oct 27, 2022 03:15 PM Central Time (US and Canada)

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Meeting ID: 919 6962 2615