Janhvi Patel, IIT Bombay

Description
Annual Progress Seminar
Wednesday, 27th September 2023, 12 noon
=======================================
Venue: Room 105
Host: Debraj Das

Speaker: Ms. Janhvi Patel
Affiliation: IIT Bombay

Title: High-Dimensional Berry Essen Bounds for M-estimators

Abstract: M-estimation refers to a general method of estimation methods, 
where the estimators are obtained by maximizing certain criterion 
functions. M-estimators include the maximum likelihood estimator, lease 
square estimator, and many other estimators that appear in robust 
regression. Here we are interested in high dimensional asymptotics of 
M-estimators. More precisely, our goal is to find the Berry-Essen bound 
on the difference between the law of properly centered and scaled M 
estimator and an appropriate Gaussian distribution.
Description
Room No 105, Department of Mathematics
Date
Wed, September 27, 2023
Start Time
12:00pm IST
Priority
5-Medium
Access
Public
Created by
DEFAULT ADMINISTRATOR
Updated
Mon, September 25, 2023 10:27am IST