Fadoua Balabdaoui: Catalogue data in Spring Semester 2021

Name Prof. Dr. Fadoua Balabdaoui
Mathematik, Bühlmann
ETH Zürich, HG G 24.1
Rämistrasse 101
8092 Zürich
Telephone+41 44 632 61 84
RelationshipAdjunct Professor

401-3620-20LStudent Seminar in Statistics: Inference in Non-Classical Regression Models Restricted registration - show details
Does not take place this semester.
Number of participants limited to 24.
Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics. Also offered in the Master Programmes Statistics resp. Data Science.
4 credits2SF. Balabdaoui
AbstractReview of some non-standard regression models and the statistical properties of estimation methods in such models.
ObjectiveThe main goal is the students get to discover some less known regression models which either generalize the well-known linear model (for example monotone regression) or violate some of the most fundamental assumptions (as in shuffled or unlinked regression models).
ContentLinear regression is one of the most used models for prediction and hence one of the most understood in statistical literature. However, linearity might too simplistic to capture the actual relationship between some response and given covariates. Also, there are many real data problems where linearity is plausible but the actual pairing between the observed covariates and responses is completely lost or at partially. In this seminar, we review some of the non-classical regression models and the statistical properties of the estimation methods considered by well-known statisticians and machine learners. This will encompass:
1. Monotone regression
2. Single index model
3. Unlinked regression
4. Partially unlinked regression
Lecture notesNo script is necessary for this seminar
LiteratureIn the following is the material that will read and studied by each pair of students (all the items listed below are available through the ETH electronic library or arXiv):

1. Chapter 2 from the book "Nonparametric estimation under shape constraints" by P. Groeneboom and G. Jongbloed, 2014, Cambridge University Press

2. "Nonparametric shape-restricted regression" by A. Guntuoyina and B. Sen, 2018, Statistical Science, Volume 33, 568-594

3. "Asymptotic distributions for two estimators of the single index model" by Y. Xia, 2006, Econometric Theory, Volume 22, 1112-1137

4. "Least squares estimation in the monotone single index model" by F. Balabdaoui, C. Durot and H. K. Jankowski, Journal of Bernoulli, 2019, Volume 4B, 3276-3310

5. "Least angle regression" by B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, 2004, Annals of Statsitics, Volume 32, 407-499.

6. "Sharp thresholds for high dimensional and noisy sparsity recovery using l1-constrained quadratic programming (Lasso)" by M. Wainwright, 2009, IEEE transactions in Information Theory, Volume 55, 1-19

7."Denoising linear models with permuted data" by A. Pananjady, M. Wainwright and T. A. Courtade and , 2017, IEEE International Symposium on Information Theory, 446-450.

8. "Linear regression with shuffled data: statistical and computation limits of permutation recovery" by A. Pananjady, M. Wainwright and T. A. Courtade , 2018, IEEE transactions in Information Theory, Volume 64, 3286-3300

9. "Linear regression without correspondence" by D. Hsu, K. Shi and X. Sun, 2017, NIPS

10. "A pseudo-likelihood approach to linear regression with partially shuffled data" by M. Slawski, G. Diao, E. Ben-David, 2019, arXiv.

11. "Uncoupled isotonic regression via minimum Wasserstein deconvolution" by P. Rigollet and J. Weed, 2019, Information and Inference, Volume 00, 1-27
401-4637-67LOn Hypothesis Testing4 credits2VF. Balabdaoui
AbstractThis course is a review of the main results in decision theory.
ObjectiveThe goal of this course is to present a review for the most fundamental results in statistical testing. This entails reviewing the Neyman-Pearson Lemma for simple hypotheses and the Karlin-Rubin Theorem for monotone likelihood ratio parametric families. The students will also encounter the important concept of p-values and their use in some multiple testing situations. Further methods for constructing tests will be also presented including likelihood ratio and chi-square tests. Some non-parametric tests will be reviewed such as the Kolmogorov goodness-of-fit test and the two sample Wilcoxon rank test. The most important theoretical results will reproved and also illustrated via different examples. Four sessions of exercises will be scheduled (the students will be handed in an exercise sheet a week before discussing solutions in class).
Literature- Statistical Inference (Casella & Berger)
- Testing Statistical Hypotheses (Lehmann and Romano)
401-5640-00LZüKoSt: Seminar on Applied Statistics Information 0 credits1KM. Kalisch, F. Balabdaoui, A. Bandeira, P. L. Bühlmann, R. Furrer, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, N. Meinshausen, M. Robinson, C. Strobl, S. van de Geer
Abstract5 to 6 talks on applied statistics.
ObjectiveKennenlernen von statistischen Methoden in ihrer Anwendung in verschiedenen Gebieten, besonders in Naturwissenschaft, Technik und Medizin.
ContentIn 5-6 Einzelvorträgen pro Semester werden Methoden der Statistik einzeln oder überblicksartig vorgestellt, oder es werden Probleme und Problemtypen aus einzelnen Anwendungsgebieten besprochen.
3 bis 4 der Vorträge stehen in der Regel unter einem Semesterthema.
Lecture notesBei manchen Vorträgen werden Unterlagen verteilt.
Eine Zusammenfassung ist kurz vor den Vorträgen im Internet unter http://stat.ethz.ch/talks/zukost abrufbar.
Ankündigunen der Vorträge werden auf Wunsch zugesandt.
Prerequisites / NoticeDies ist keine Vorlesung. Es wird keine Prüfung durchgeführt, und es werden keine Kreditpunkte vergeben.
Nach besonderem Programm. Koordinator M. Kalisch, Tel. 044 632 3435
Lehrsprache ist Englisch oder Deutsch je nach ReferentIn.
Course language is English or German and may depend on the speaker.