Online robust estimation and bootstrap inference for function-on-scalar regression
报告人:程光辉
报告地点:腾讯会议ID: 635100633
报告时间:2024年11月14日星期四19:30-20:30
邀请人:陆婧
报告摘要:
We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation procedure, developed using the average stochastic gradient descent algorithm, offers an efficient and cost-effective method for analyzing sequentially augmented datasets, eliminating the need to store large volumes of data in memory. We establish the almost sure consistency, $L^p$ convergence, and asymptotic normality of the online estimator. To enable efficient and fast inference of the parameters of interest, including the derivation of confidence intervals, we also develop an innovative two-step online bootstrap procedure to approximate the limiting error distribution of the robust online estimator. Numerical studies under a variety of scenarios demonstrate the effectiveness and efficiency of the proposed online learning method. A real application analyzing PM$_{2.5}$ air-quality data is also included to exemplify the proposed online approach.
主讲人简介:
程光辉, 统计学博士, 2017年12月博士毕业于东北师大数学与统计学院, 现为广州大学副教授。主持国家青年基金一项,广东省省面上基金一项,在 AOS,Biometrika,Statistica Sinica, Biometrices, Scandinavian journal of statistics , CSDA等权威统计期刊发表多篇论文。