We present work on two nonstandard frameworks for minimax analysis.
For the first problem, imagine that I estimate a statistical model
from data, and then want to share my model with you. But we are
communicating over a resource constrained channel. By sending lots of
bits, I can communicate my model accurately, with little loss in
statistical risk. Sending a small number of bits will incur some
excess risk. What can we say about the tradeoff between statistical
risk and the communication constraints? This is a type of rate
distortion and constrained minimax problem, for which we provide a
sharp analysis in certain nonparametric settings.
The second problem starts with the question “how difficult is it to
minimize a specific convex function?” This is tricky to
formalize traditional complexity analysis is expressed in terms of
the worst case over a large class of instances. We extend the
classical minimax analysis of stochastic convex optimization by
introducing a localized form of minimax complexity for individual
functions. This uses a computational analogue of the modulus of
continuity that is central to statistical minimax analysis, which
serves as a computational analogue of Fisher information.
Joint work with Sabyasachi Chatterjee, John Duchi, and Yuancheng Zhu.
- Speaker: John Lafferty (U of Chicago)
- Friday 04 November 2016, 16:00–17:00
- Venue: MR12, Centre for Mathematical Sciences, Wilberforce Road, Cambridge..
- Series: Statistics; organiser: Quentin Berthet.