DMS Statistics and Data Science Seminar

Speaker: Mucyo Karemera (University of Geneva)

Title: A General Approach for Simulation-based Bias Correction in High Dimensional Settings

Abstract: An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often result in analytical and/or computational challenges when implementing standard estimators. As a consequence, consistent estimators may be difficult to obtain, especially in complex and/or high dimensional settings. In this talk, I will present a general simulation-based estimation framework that allows to construct bias corrected consistent estimators. This approach leads, under more general conditions, to stronger bias correction properties compared to alternative methods. Besides its bias correction advantages, the considered method can be used as a simple strategy to construct consistent estimators in settings where alternative methods may be challenging to apply. Moreover, it can be easily implemented and is computationally efficient. These theoretical results will be highlighted with some simulation studies of various commonly used models.

Location: https://auburn.zoom.us/j/83299681626?pwd=SjlGNi9MWWhEMExGM0c0QzBPK0hMZz09

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See Statistics & Data Science Seminar - Auburn University College of Sciences and Mathematics for complete calendar