报告题目:  A new approach of functional estimation for high-dimensional inputs

报告人: Prof. Xiaoming Huo,

             School of Industrial and Systems Engineering,

            Georgia Institute of Technology, USA

时间：July 1, 2012, 15:30 ― 17:00

地点：管理科研楼 1218 教室

Abstract: Functional estimation with low input dimension is a well solved problem. When the dimension of the input goes up, the geometry of the functional domain becomes more delicate in several ways: the intrinsic dimension of the domain could be lower than its apparent dimension; the domain could take irregular shapes--in particular, could not be approximated by hyper-rectangles. A straightforward adaptation of penalization approach will result in non-optimal performance. We proposed a data-driven method, which provably achieves the best possible known minimax rate under the framework of nonparametric functional estimation. The essence of the new approach is to utilize the Taylor expansions at all observational points to estimate the functional values, and an innovative way to fuse them together. Numerical experiments will be presented to illustrate its performance in finite sample cases.

主办单位：中国科学技术大学数学科学学院

                    国家数学与交叉科学中心合肥分中心

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