Our next event for the Statistics Department Colloquium Series is scheduled for this Monday, March 7th from 12:00 – 1:00pm (ET).
The speakers are Xiao-Li Meng: the Whipple V. N. Jones Professor of Statistics at Harvard University, and the Founding Editor-in-Chief of Harvard Data Science Review and Sham Kakade: a Gordon McKay Professor of Computer Science & Statistics at Harvard University....
Zoom - please contact monestime@fas.harvard.edu for more information
Title : Non-parametric exploration in multi-armed bandits
Abstract : The multi-armed bandit model is useful for sequential resource allocation tasks in a stochastic environment, e.g., the design of a recommendation algorithm or an adaptive clinical trial. This simple model also captures the exploration/exploitation dilemma that is central in more structured reinforcement learning problems. The two most famous approaches to MABs, namely Upper Confidence Bounds and Thompson Sampling, share the need for some prior...
Zoom - please contact emilie_campanelli@fas.harvard.edu for more information
Title:
Likelihood theory for high-dimensional inference
Abstract:
In this talk we consider to what extent classical methods of inference based on the likelihood function can be extended to high-dimensional settings, and what...
Zoom - please contact emilie_campanelli@fas.harvard.edu for more information
Title:
Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression
Abstract:
Generalized linear regressions are linear combinations of many regressors that set a residual orthogonal to the regressors. These include objects that are nonparametrically estimated in generalized linear models. We give debiased machine learners of parameters of interest that depend on generalized linear...
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