Compass Guest Lecture: Ioannis Kosmidis (University of Warwick)

Compass is exited to announce an upcoming online Guest Lecture offered by Dr Ioannis Kosmidis from the University of Warwick.

 

Title: Methods and algorithms for reducing bias in estimation

Dr Kosmidis will be offering a 2 hour lecture to the Compass CDT students on 28 April 2021.

Description:

This short course presents a unified theoretical and algorithmic framework for improving estimation and inference from statistical models through the additive adjustment of estimating functions. We will discuss a simple categorization of the vast range of bias reduction methods that enables their comparison and the development  of new methods with desirable properties. We will also present results from recent research that establishes key properties of bias reduction methods in well-used models (e.g. always finite estimates in logistic regression) and other recent developments that both simplify and substantially extend the applicability of bias reduction methods in general M-estimation problems, both through analytical approximations and through computer-intensive simulation.

Fully parametric and semi-parametric models on real data sets and a range of simulation experiments will drive the presentation. We will also provide pointers and short descriptions of R and Julia software implementing the various bias reduction methods and discuss some open topics in the area.

 

Dr Ioannis Kosmidis is a Reader in Data Science in the Department of Statistics at the University of Warwick and Turing Fellow of The Alan Turing Institute, which is the UK’s national institute for data science and artificial intelligence. For more details about his research interests and activity, work on scientific (and non-scientific) software development, and his supervisionteachingeditorial and other activities, please visit his website.

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