来源:统计学院

9月16日 | 余涛:Maximum binomial likelihood method for multivariate mixture data

来源:统计学院发布时间:2024-09-15浏览次数:10

时   间:2024年9月16日10:00-11:00

地   点:普陀校区理科大楼A1514

报告人:余涛 新加坡国立大学副教授

主持人:刘玉坤 华东师范大学教授

摘   要:

Multivariate mixture data analysis presents numerous challenges and constitutes a vital area of interest in the fields of statistics and data science. Research into multivariate mixture structures holds relevance across diverse application domains and plays a pivotal role in the advancement of artificial intelligence and machine learning. In this paper, we focus on nonparametric estimation techniques for multivariate mixture data. Specifically, we assume a known number of subpopulations and propose a binomial likelihood method, along with an efficient numerical algorithm, to estimate the mixing proportions and cumulative distribution functions of these subpopulations without relying on parametric assumptions. Through extensive numerical experiments, we demonstrate three key advantages of our approach: (1) Our method eliminates the need for tuning parameters. (2) It does not require the assumption of continuous component density functions. (3) Our method consistently delivers stable performance. Under mild regularity conditions, we provide theoretical proofs for the L_2 convergence and uniform convergence of our estimators. To illustrate the practical performance of our method, we include a real-data example.

报告人简介:

Dr. YU, Tao received his B.S. degree and M.S. in Mathematics and Probability & Statistics from Nankai University in 2001 and 2004 respectively. He obtained his Ph.D. degree from University of Wisconsin-Madison in 2009. He was assistant professor from September 2009 to December 2016 in Department of Statistics and Data Science (DSDS) at National University of Singapore (NUS), and now he is associate professor in DSDS at NUS.