Montag, 05. Dezember 2022, 16:45 - 17:45 iCal

ISOR Colloquium

"Fast and Fair Simultaneous Confidence Bands for Functional Parameters"

Speaker: Dominik Liebl (University Bonn, Germany)

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

Vortrag

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Quantifying uncertainty using condence regions is a central goal of statistical inference. Despite this, methodologies for condence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis testing. In this work, we present a new methodology for constructing simultaneous condence bands for functional parameter estimates. Our bands possess a number of striking qualities: (1) they have a nearly closed-form expression and thus are fast to compute, (2) they can be constructed adaptively according to a desired criterion, where we focus on the fairness constraint of false positive rate balance across partitions of the bands' domain which facilitates both global and local interpretations, and (3) they do not require an estimate of the full covariance function and thus can be used in the case of fragmentary functional data. Simulations show the excellent nite-sample behavior of our bands in comparison to existing alternatives. The practical use of our bands is demonstrated in two case studies on sports biomechanics and fragmentary growth curves.

This is a joint work with Matthew Reimherr.

Underlying paper: arxiv.org/pdf/1910.00131.pdf

 

The talk also can be joined online via ZOOM: univienna.zoom.us/j/61006107425

Meeting room opens at: December 5, 2022, 4.30 pm Vienna

Meeting ID: 610 0610 7425

Password: 842525

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 Freitag, 11. November 2022, 09:00
Letzte Änderung am Dienstag, 15. November 2022, 12:35