Adapting local minimax theory to modern applications
Abstract/Contents
- Abstract
- Maximum likelihood estimation (MLE) is influential because it can be easily applied to generate optimal, statistically efficient procedures for broad classes of estimation problems. Nonetheless, the theory does not apply to modern settings—such as problems with computational, communication, or privacy considerations—where our estimators have resource constraints. The thesis will introduce a modern maximum likelihood theory (through generalization of local minimax theory) that addresses these issues, focusing specifically on procedures that must be computationally efficient or privacy-preserving. To do so, I first derive analogues of Fisher information for these applications, which allows a precise characterization of tradeoffs between statistical efficiency, privacy, and computation. To complete the development, I also describe a recipe that generates optimal statistical procedures (analogues of the MLE) in the new settings, showing how to achieve the new Fisher information lower bounds.
Description
| Type of resource | text |
|---|---|
| Form | electronic resource; remote; computer; online resource |
| Extent | 1 online resource. |
| Place | California |
| Place | [Stanford, California] |
| Publisher | [Stanford University] |
| Copyright date | 2019; ©2019 |
| Publication date | 2019; 2019 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Author | Ruan, Feng |
|---|---|
| Degree supervisor | Duchi, John |
| Thesis advisor | Duchi, John |
| Thesis advisor | Candès, Emmanuel J. (Emmanuel Jean) |
| Thesis advisor | Johnstone, Iain |
| Degree committee member | Candès, Emmanuel J. (Emmanuel Jean) |
| Degree committee member | Johnstone, Iain |
| Associated with | Stanford University, Department of Statistics. |
Subjects
| Genre | Theses |
|---|---|
| Genre | Text |
Bibliographic information
| Statement of responsibility | Feng Ruan. |
|---|---|
| Note | Submitted to the Department of Statistics. |
| Thesis | Thesis Ph.D. Stanford University 2019. |
| Location | electronic resource |
Access conditions
- Copyright
- © 2019 by Feng Ruan
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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