|Datum und Uhrzeit||Details|
19.04.2023 um 14:15 Uhr, TU Dortmund, M/ E 21
03.05.2023 um 14:15 Uhr, TU Dortmund, M/ E 21
Titel: Affine-equivariant inference for multivariate location under Lp loss functions
Alexander Dürre, Assistant professor at the Mathematical Institute, University Leiden
We consider the problem of estimating the location of a d-variate probability measure. The well known multivariate mean can be defined as minimizer of the expected squared Euclidean loss. Its respective estimator, the sample mean, is optimal under normality, but behaves poorly under heavy tails. In the one-dimensional setting, the median is therefore often preferred if heavy tails cannot be ruled out. Contrary to the mean, it is defined as the minimizer of the expected absolute loss. Its intuitive multivariate generalization, the spatial median, minimizes the expected Euclidean loss. However, its estimator is not affine-equivariant which can lead to a very low efficiency. We propose a collection of Lp location estimators that minimize the size of suitable l-dimensional data-based simplices. For l = 1, these estimators reduce to minimizers of empirical euclidean losses, whereas, for l = d, they are equivariant under affine transfor- mations. Irrespective of l, these estimators reduce to the sample mean for p = 2, whereas for p = 1, the estimators provide the spatial median and Oja median for l = 1 and l = d, respectively. Under very mild assumptions, we derive an explicit Bahadur representation and establish asymptotic normality for the new estimators. To allow for large sample size n and/or large dimension d, we introduce a version of our estimators relying on incomplete U-statistics. We also define related location tests and derive explicit expressions for the asymptotic power under contiguous local alternatives. Data applications illustrate the importance of the choice of l and p.
|10.05.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|
|17.05.2023 um 14:15 Uhr, TU Dortmund, M/ E 21||no seminar|
|24.05.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Titel: Optimal sensor location for spatiotemporal systems
Dariusz Uciński, Institute of Control and Computation Engineering, University of Zielona Góra
For dynamic systems described by partial differential equations it is impossible to observe their states over the entire spatial domain. A typical example is air pollution which is modelled by a convection-diffusion equation. When an experiment is going to be made to estimate the unknown system parameters, a major decision problem is how to locate discrete sensors so as as to get the most valuable information about these parameters. Both researchers and practitioners do not doubt that making use of sensors placed in an `intelligent’ manner may lead to dramatic gains in the achievable accuracy of the parameter estimates, so efficient sensor location strategies are highly desirable. In turn, the complexity of the sensor location problem implies that there are very few sensor placement methods which are readily applicable to practical situations. What is more, they are little known among researchers. The aim of the talk is to give account of both classical and recent original work on optimal sensor placement strategies for parameter identification in spatiotemporal processes. The reported work concerns the development of new techniques and algorithms or adopting methods which have been successful in akin fields of optimal control and optimum experimental design. While planning, real-valued functions of the Fisher information matrix of parameters are primarily employed as the performance indices to be minimized with respect to the sensor positions. Particular emphasis is placed on determining the `best’ way to guide moving and scanning sensors, and making the solutions independent of the parameters to be identified. A couple of case studies regarding the design of air quality monitoring networks are adopted as an illustration aiming at showing the strength of the proposed approach in studying practical problems.
|31.05.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Titel: Statistical Plasmode Simulations - Potentials and Challenges
Nicholas Schreck, Scientist at the German Cancerresearch center
Statistical data simulation is essential in the development of statistical models and methods as well as in their performance evaluation. To capture complex data structures, in particular for high-dimensional data, a variety of simulation approaches have been introduced including parametric and the so-called plasmode simulations. While there are concerns about the realism of parametrically simulated data, it is widely claimed that plasmodes generate realistic data with some aspect of the ``truth'' known. However, there are no explicit guidelines or state-of-the-art on how to perform plasmode data simulations. We review existing literature and motivate and introduce the concept of statistical plasmode simulation. We discuss advantages and challenges of statistical plasmodes and provide a step-wise procedure for their generation, including key steps to their implementation and reporting. Throughout the talk, we illustrate the concept of statistical plasmodes as well as the proposed plasmode generation procedure by means of a public real RNA dataset on breast carcinoma patients.
|07.06.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Titel: Uniform Inference in High-Dimensional Additive Models
Jannis Kück, Professor of Economics, in particular Data Science in Economics, Heinrich-Heine-Universität Düsseldorf
We develop a method for uniformly valid confidence bands of a nonparametric component f1 in the additive model Y = f1(X1) + .. + fp(Xp) + e in a high-dimensional setting. We employ sieve estimation and embed it in a high-dimensional Z-estimation framework that allows us to construct uniformly valid confidence bands for the first component f1. Our study extends the existing results for inference in high-dimensional additive models and clarifies the required assumptions. In a setting where the number of regressors p may increase with the sample size, a sparsity assumption is critical for our analysis. Moreover, we run simulation studies that show that our proposed method delivers reliable results concerning the estimation and coverage properties even in small samples. Finally, we illustrate our procedure in an empirical application demonstrating the implementation and the use of the proposed method in practice.
|14.06.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Titel: On the smoothed empirical distribution function
Henryk Zähle, Professor of Stochastics in the Mathematics Department of Saarland University
In this talk, I consider a kernel-based smoothing of the empirical distribution function of a sample of size n. I will first present results on the existence and the exact rate of convergence to zero (as n → ∞) of a MISE-minimal bandwidth. I then discuss two data-based choices of the bandwidth which turn out to be quite good and, in particular, lead to strongly consistent estimates of the unknown underlying distribution function. Finally, I also discuss the asymptotics of the corresponding (smoothed) empirical process.
|21.06.2023 um 14:15 Uhr, TU Dortmund, M/ E 21||no seminar|
|22.06.2023 (Donnerstag!) um 16:15 Uhr (!), TU Dortmund, CDI 120 (!)|| |
Titel: Automated Claim Detection for Assisting Fact Checkers
Sami Nenno, PhD student in the Public Interest AI research project at the Alexander von Humboldt Institut für Internet und Gesellschaft
Disinformation and Fake News are not new phenomena but in recent years they became an increasing problem for public discourse and democracies around the world. Even though the number of fact checking organizations has increased as well, journalists often express the need for computational tools to handle the flood of disinformation. Accordingly, in computer science, and NLP especially, there has been vivid research on automating parts of the fact checking pipeline. Claim detection, the task of automatically retrieving textual claims that require checking, has received the most interest among fact checkers. However, often researchers in the field define the task as classifying "checkworthy" claims without critically discussing what checkworthiness actually means or involves.
|28.06.2023 um 14:15 Uhr, TU Dortmund, M/ E 21||no seminar|
|05.07.2023 um 14:15 Uhr, TU Dortmund, M/ E 21||no seminar|
|12.07.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
The visit of Stanislav Nagy, Assistant Professor, Charles University Prague, Czech Republic is postponed to 22.11.2023.
|09.08.2023 um 14:00 Uhr (!), TU Dortmund, M/ E 21|| |
Christina Nießl, PhD student at the working group Biometry in Molecular Medicine
|Datum und Uhrzeit||Details|
|08.11.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Martin Spindler, Professor at the Faculty of Business Administration of University Hamburg with focus on Statistics with application in business administration
|15.11.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Lutz Dümbgen, Professor for Statistics of University Bern
|22.11.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Stanislav Nagy, Assistant Professor, Charles University Prague, Czech Republic
|13.12.2023 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Stathis Paparoditis, Professor at the Department of Mathematics and Statistics of the University of Cyprus
|10.01.2024 um 14:15 Uhr, TU Dortmund, M/ E 21|| |
Christian Weiß, Professor of Quantitative Methods in Economics of HSU Hamburg