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Spectral Ranking Inferences Based on General Multiway Comparisons
时间:2025年06月12日 13:45 点击数:

报告人:范剑青

报告地点:人民大街校区数学与统计学院惟真楼523报告厅

报告时间:2025年6月13日星期五10:00-11:00

邀请人:郑术蓉

报告摘要:

This paper studies the performance of the spectral method in the estimation and uncertainty quantification of the unobserved preference scores of compared entities in a general and more realistic setup. Specifically, the comparison graph consists of hyper-edges of possible heterogeneous sizes, and the number of comparisons can be as low as one for a given hyper-edge. Such a setting is pervasive in real applications, circumventing the need to specify the graph randomness and the restrictive homogeneous sampling assumption imposed in the commonly used Bradley-Terry-Luce (BTL) or Plackett-Luce (PL) models. Furthermore, in scenarios where the BTL or PL models are appropriate, we unravel the relationship between the spectral estimator and the Maximum Likelihood Estimator (MLE). We discover that a two-step spectral method, where we apply the optimal weighting estimated from the equal weighting vanilla spectral method, can achieve the same asymptotic efficiency as the MLE. Given the asymptotic distributions of the estimated preference scores, we also introduce a comprehensive framework to carry out both one-sample and two-sample ranking inferences, applicable to both fixed and random graph settings. It is noteworthy that this is the first time effective two-sample rank testing methods have been proposed. Finally, we substantiate our findings via comprehensive numerical simulations and subsequently apply our developed methodologies to perform statistical inferences for statistical journals and movie rankings.

(Joint work with Zhipeng Lou, Weichen Wang, and Mengxin Yu)

主讲人简介:

范剑青教授,是美国普林斯顿大学终身教授,Frederick L. Moore'18 冠名金融讲座教授,运筹与金融工程系教授和前任系主任,国际数理统计学会前主席,比利时皇家科学院外籍院士, 复旦大学大数据学院、大数据研究院创院院长,复旦大学金融研究院院长。他荣获 2000 年度的 COPSS总统奖, 2007 年荣获“晨兴华人数学家大会应用数学金奖”, 2013 年获泛华统计学会的“许宝禄奖”, 2014年荣获英国皇家统计学会的“Guy 奖”的银质奖章,2018年美国统计学会的Noether杰出学者奖, 2021年国际数理统计学Le Cam奖,2023年当选比利时皇家科学院外籍院士, 2024科学前沿奖,和2025年际数理统计最高奖Wald 奖。此外,他还是美国科学促进会(AAAS)、美国统计学会 (ASA)、国际数理统计学会 (IMS),计量金融学会(SOFIE)的 会士,以及国际顶尖统计期刊 《Journal of American Statistical Association 美国统计学会杂志》的主编和《Annals of Statistics 统计年鉴》,《Probability Theory and Related Fields概率及其相关领域统》, 及《Journal of Econometrics 计量经济杂志》, 《Journal of Business and Economics 商务与经济统计杂志》等的前主编等。他的主要研究领域包括高维统计,人工智能,机器学习、计量金融、生物信息等, 并在这些领域著有4本专著, 三百多篇文章,引领这些领域的研究,是高被用的学者。

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