[Ml-stat-talks] Statistics Seminar at ORFE
Jelena Bradic
jbradic at Princeton.EDU
Fri Oct 1 11:31:33 EDT 2010
Dear all,
We will be having a Statistics Seminar today, at 12:30pm, in
Statistics Lab, Sherrerd Hall 213.
The speaker is Yichao Wu from North Carolina State University.
Title: Robust Model-Free Multiclass Probability Estimation
Abstract: Classical statistical approaches for multiclass probability
estimation are typically based on regression techniques such as
multiple logistic regression, or density estimation approaches such
as linear discriminant analysis (LDA) and quadratic discriminant
analysis (QDA). These methods often make certain assumptions on the
form of probability functions or on the underlying distributions of
subclasses. In this article, we develop a model-free procedure to
estimate multiclass
probabilities based on large-margin classifiers. In particular, the
new estimation scheme is employed by solving a series of weighted
large-margin classifiers and then systematically extracting the
probability information
from these multiple classification rules. A main advantage of the
proposed probability estimation technique is that it does not impose
any strong parametric assumption on the underlying distribution and
can be applied for a wide range of large-margin classification
methods. A general computational algorithm is developed for class
probability estimation. Furthermore, we establish asymptotic
consistency of the probability estimates. Both simulated and real
data examples are presented
to illustrate competitive performance of the new approach and
compare it with several other existing methods.
This is a joint work with Hao Helen Zhang and Yufeng Liu
--------------------------------------
Jelena Bradic
Department of Operations Research and Financial Engineering
Princeton University, Princeton, NJ 08544
jbradic at princeton.edu
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