报告题目:Distributed Empirical Likelihood Inference with or Without Byzantine Failures
报告摘要:Empirical likelihood is a very important nonparametric approach that is of wide application. However, it is hard and even infeasible to calculate the empirical log-likelihood ratio statistic with massive data. The main challenge is the calculation of the Lagrange multiplier. This motivates us to develop a distributed empirical likelihood method by calculating the Lagrange multiplier in a multi-round distributed manner. It is shown that the distributed empirical log-likelihood ratio statistic is asymptotically standard chi-squared under some mild conditions. The proposed algorithm is communication-efficient and achieves the desired accuracy in a few rounds. Further, the distributed empirical likelihood method is extended to the case of Byzantine failures. A machine selection algorithm is developed to identify the worker machines without Byzantine failures such that the distributed empirical likelihood method can be applied. The proposed methods are evaluated by numerical simulations and illustrated with an analysis of airline on-time performance study and a surface climate analysis of Yangtze River Economic Belt.
报告时间:2024年9月26日(周四)上午9点-10点
报告地点:学院会议室80602
报告人简介:王启华,中国科学院数学与系统科学研究院研究员,博士生导师,国家杰出青年基金获得者,教育部长江学者奖励计划特聘教授,中科院“百人计划”入选者。曾在北京大学、香港大学任教,先后访问加拿大、美国、德国及澳大利亚10多所世界一流大学。主要从事复杂数据经验似然统计推断、缺失数据分析、高维数据统计分析、大规模数据分析等方面的研究,出版专著三部,在The Annals of Statistics, JASA及Biometrika等国际重要刊物发表论文140余篇,部分工作已产生持久的学术影响。