Montag, 10. Oktober 2022, 16:45 - 17:45 iCal

ISOR Colloquium

"Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility"

Speaker: Richard J. Samworth (Cambridge University, United Kingdom)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be distinguished from the MCAR null hypothesis. This reveals interesting and novel links to the theory of Fréchet classes (in particular, compatible distributions) and linear programming, that allow us to propose MCAR tests that are consistent against all detectable alternatives. We define an incompatibility index as a natural measure of ease of detectability, establish its key properties, and show how it can be computed exactly in some cases and bounded in others. Moreover, we prove that our tests can attain the minimax separation rate according to this measure, up to logarithmic factors. Our methodology does not require any complete cases to be effective, and is available in the R package MCARtest.

Link to the underlying paper: arxiv.org/abs/2205.08627

 

The talk also can be joined online via our ZOOM MEETING: univienna.zoom.us/j/63651271196

Meeting room opens at: October 10, 2022, 4.30 pm Vienna

Meeting ID: 636 5127 1196

Password: 010615

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at

Erstellt am Montag, 19. September 2022, 09:36
Letzte Änderung am Dienstag, 27. September 2022, 09:44