Chen Zhou EVA Talk Preview
From Anna Munro on May 18th, 2021
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Name: Chen Zhou
Talk Title: Distributed Inference for Tail Empirical and Quantile Processes
Abstract: The availability of massive data sets allows for conducting extreme value statistics using more observations drawn from the tail of an underlying distribution. However, if such data sets are saved in multiple machines and cannot be combined into one oracle sample due to privacy reasons, it poses computational challenges for computing the estimate using an oracle estimator based on the oracle sample. Such a situation is regarded as the distributed inference setup. To overcome this problem, distributed inference often considers a divide-and-conquer (DC) algorithm: first compute the estimate using observations on each machine, then transmit the estimates from all machines to the central machine, and eventually take the average of the estimates on the central machine. If the final distributed estimator possesses the same asymptotic behavior as the hypothetical oracle estimator based on the oracle sample, then it is regarded as satisfying the oracle property.
This talk is a contributed talk at EVA 2021. View the programme here.