报告人:Haiying Wang
报告地点:人民大街校区数学与统计学院二楼会议室
报告时间:2026年06月29日星期一10:00-11:00
邀请人:孙法省
报告摘要:
Massive datasets present both opportunities and challenges for statistical estimation, with subsampling emerging as an effective strategy to balance statistical efficiency against computational cost. Existing approaches typically draw independent or conditionally independent subsamples, focusing on selecting individually informative observations. We propose an antithetic subsampling framework that intentionally induces negative dependence among sampled observations to reduce the variance of the resulting estimator. Our method selects groups of observations with designed negative correlations, yielding improved estimation efficiency relative to independent subsampling. Additionally, we will present a Maximum-Variance-Reduction Stratification (MVRS) method that partitions the data to reduce the variance of subsampling estimators. MVRS incurs only a linear additional computational cost and can be seamlessly combined with existing random subsampling designs to further boost efficiency.
主讲人简介:
HaiYing Wang is an Associate Professor in the Department of Statistics at the University of Connecticut. His research interests include informative subdata selection for big data, imbalanced and rare events data, incomplete data analysis, model selection and model averaging, optimum experimental design, and semi-parametric regression. His research has been published in top statistics and machine learning journals (e.g., Biometrika, IEEE Transactions on Information Theory, JASA, and JMLR) and conferences (e.g., ICML and NeurIPS).