Zhenhua Lin (National University of Singapore)
Title: Optimal One-pass Nonparametric Estimation Under Memory Constraint.
Abstract:
For nonparametric regression in the streaming setting, where data constantly flow in and require real-time analysis, a main challenge is that data are cleared from the computer system once processed due to limited computer memory and storage. We tackle the challenge by proposing a novel one-pass estimator based on penalized orthogonal basis expansions and developing a general framework to study the interplay between statistical efficiency and memory consumption of estimators. We show that, the proposed estimator is statistically optimal under memory constraint, and has asymptotically minimal memory footprints among all one-pass estimators of the same estimation quality. Numerical studies demonstrate that the proposed one-pass estimator is nearly as efficient as its non-streaming counterpart that has access to all historical data.
Speaker
Zhenhua Lin is a Presidential Young Professor in the Department of Statistics and Data Science at National University of Singapore. He is also an Affiliated Faculty in the Institute of Data Science. His research interests include Functional data analysis non-Euclidean data analysis, high-dimensional data analysis, statistics under non-statistical constraints. He is the Associate Editor of Bernoulli Journal.
缅北强奸 Statistics Seminar schedule:
Zoom meeting
Meeting ID: 834 3668 6293
Passcode: 12345
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