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seminars:datasci:100323 [2023/09/20 22:49] – created gfuseminars:datasci:100323 [2023/09/20 22:54] (current) gfu
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 +<WRAP centeralign>##Data Science Seminar##\\ Hosted by the Department of Mathematics and Statistics</WRAP>
 +
 +  * Date: Tuesday, October 3, 2023
 +  * Time: 12:00pm -- 1:00pm
 +  * Room: Whitney Hall 100E
 +  * Speaker: Dr. HaiYing Wang  (University of Connecticut)
 +  * Title: Rare Events Data and Maximum Sampled Conditional Likelihood.
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**//Abstract//**</WRAP>
 + \\
 +In this talk, we show that the available information about unknown parameters in
 +rare events data is only tied to the relatively small number of cases, which
 +justifies the usage of negative sampling. However, if the negative instances are
 +subsampled to the same level of the positive cases, there is information
 +loss. We derive an optimal sampling probability for the inverse probability
 +weighted (IPW) estimator to minimize the information loss. We further propose
 +a likelihood-based estimator to further improve the estimation efficiency, and
 +show that the improved estimator has the smallest asymptotic variance among a
 +large class of estimators. It is also more robust to pilot misspecification. The
 +likelihood-based estimator is also generalized to a class of models beyond
 +binary response models. We validate our approach on simulated data, the MNIST
 +data, and a real click-through rate dataset with more than 0.3 trillion
 +instances.
 + \\
 + 
 +
 +Biography of the speaker: Dr. Wang is an Associate Professor in the Department of Statistics at the
 +University of Connecticut. He obtained his Ph.D. from the Department of
 +Statistics at the University of Missouri in 2013, and his M.S. from the Academy
 +of Mathematics and Systems Science, Chinese Academy of Sciences in 2006. His
 +research interests include informative subdata selection for big data, model
 +selection, model averaging, measurement error models, and semi-parametric
 +regression.
 +
 +</WRAP>