报告题目：A Distributed Estimator based on a One-Step Approach
报告人：霍晓明，Georgia Institute of Technology
时 间：2016年8月23日 下午16:00-17:00
地 点：东区管理科研楼 数学科学学院1218教室
内容提要：
Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the corresponding asymptotic properties of the newly proposed estimator. We find that the proposed one-step estimator enjoys the same asymptotic properties as the centralized estimator. The proposed one-step approach merely requires one additional round of communication in relative to the averaging estimator; so the extra communication burden is insignificant. In finite sample cases, numerical examples show that the proposed estimator outperforms the simple averaging estimator with a large margin in terms of the mean squared errors. A potential application of the one-step approach is that one can use multiple machines to speed up large scale statistical inference with little compromise in the quality of estimators. The proposed method becomes more valuable when data can only be available at distributed machines with limited communication bandwidth. This talk is based on joint work with Cheng Huang. A related manuscript can be found at http://arxiv.org/abs/1511.01443.
报告人简介：
He is a professor at the Stewart School of Industrial & Systems Engineering at Georgia Tech. Dr. Huo received the B.S. degree in mathematics from the University of Science and Technology, China, in 1993, and the M.S. degree in electrical engineering and the Ph.D. degree in statistics from Stanford University, Stanford, CA, in 1997 and 1999, respectively. His research interests include statistical theory, statistical computing, and issues related to data analytics. He has made numerous contributions on topics such as sparse representation, wavelets, and statistical problems in detectability. His papers appeared in top journals, and some of them are highly cited. He is a senior member of IEEE since May 2004. He won the Georgia Tech Sigma Xi Young Faculty Award in 2005. His work has led to an interview by Emerging Research Fronts in June 2006 in the field of Mathematics - every two months, one paper is selected.