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Wharton-SMU Research Centre
Guest Speaker:
Linda H. Zhao
Associate Professor of Statistics, The Wharton School, University of Pennsylvania
Date & Venue:
Date: 26 June 2007, Tuesday
Time: 4.00pm - 5.30pm
Venue: Seminar Room 2.8 (Room No: 2024), Level 2
School of Economics and Social Sciences, Singapore Management University
90 Stamford Road, Singapore 178903
( Location Map )
Topic:
Root-Unroot Methodologies for Density Estimation
Abstract:
This talk describes an algorithm for nonparametric density estimation using a root-unroot paradigm. The paradigm involves several easily implemented steps, as follows: Suitably bin the data. Calculate a slightly modified square root of the normalized, binned data. Apply a nonparametric regression estimator. Then "unroot" in a suitable fashion, and renormalize to yield a proper density. ("Unroot" = square, if the original "root" step was suitably done.) Adaptive procedures are feasible, as are multivariate versions. Confidence bands can be produced for the estimated density functions. The methodology is equally suitable for nonparametrically estimating the intensity of an inhomogeneous Poisson process. Further, the algorithm is particularly convenient for the use of wavelet methods because with no difficulty it can provide the binary number of equally spaced regression observations for which a wavelet method is most suited. The methodology will be illustrated with data from a telephone call-center, as well as from Monte-Carlo experiments. Portions of this work are joint with various collaborators, including L. Brown, T. T. Cai, R. Zhang and H. Zhou.
Registration:
All are welcome. Seats are limited, please register early to avoid disappointment.
To sign up for this free event, please register online (click here)
Registration closes on 25 June 2007, Monday
Enquiries:
Ms. Lim Lih Yeng
Email: lylim@smu.edu.sg , Tel: 6828-0197
Ms. Rozana Bte Osman
Email: rozanaosman@smu.edu.sg , Tel: 6828-0802
Ms. Priscilla Cheng
Email: priscillacheng@smu.edu.sg , Tel: 6828-0383
Ms. Sharmini Blok
Email: sharminiblok@smu.edu.sg , Tel: 6828-0976
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