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CAREER: New Challenges in High-Dimensional and Nonparametric Statistics

职业：高维和非参数统计的新挑战

基本信息

批准号：
2048028
负责人：
Mayya Zhilova
金额：
$ 40万
依托单位：
Georgia Tech Research Corporation
依托单位国家：
美国
项目类别：
Continuing Grant
财政年份：
2021
资助国家：
美国
起止时间：
2021-07-01 至 2026-06-30
项目状态：
未结题

来源：
https://www.nsf.gov/awardsearch/showAward?AWD_ID=2048028&HistoricalAwards=false
关键词：
CAREER New Challenges Dimensional Nonparametric

项目摘要

Contemporary techniques for analysis of complex high-dimensional data sets give rise to numerous questions about fundamental concepts in statistics, data science, and related fields. In this project, the PI will address challenging open questions in high-dimensional and nonparametric statistics motivated by practical applications in finance, engineering, and life sciences. The project is focused on development of new methods of statistical inference for complex data sets providing high accuracy and explicit theoretical guarantees. This includes (i) development of a novel framework for statistical inference that will considerably extend the range of applicability of some of the major statistical methods; (ii) studies of performance of resampling methods in a high-dimensional framework; and (iii) studies of intrinsic properties of high-dimensional models that ensure good performance of the statistical methods. The educational component of the project includes mentorship of graduate and undergraduate students, summer camps in statistics and data science for STEM-oriented high school students, and a workshop/graduate school on high-dimensional statistics and learning theory for junior researchers. Special attention will be given to supporting students and researchers from underrepresented minorities.The project is focused on two major research themes. The first theme is concerned with establishing non-asymptotic higher-order expansions for various distances between probability distributions, with a particular focus on problems and applications in a high-dimensional non-asymptotic setting. The PI will study characteristic properties that are crucial for establishing accurate approximation bounds in high dimensions, such as the normal approximation and bootstrapping and their relations and optimality properties. Another major theme of the project is development of a novel framework for statistical inference based on nonlinear modeling and its applications to nonparametric inference, functional estimation, and inference for models involving heavy-tailed distributions. The approach combines both parametric and nonparametric components, which can avoid severe model misspecification and establish good rates of approximation. The PI aims at conducting a comprehensive study of the new higher-order approximation bounds and the nonlinear modeling approach. The project includes development of new mathematical methods for statistical inference and studies of their connections with other areas of mathematics, such as high-dimensional probability, stochastic modeling, and uncertainty quantification.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

现代分析复杂高维数据集的技术引发了许多关于统计学、数据科学和相关领域基本概念的问题。在这个项目中，PI将解决高维和非参数统计中具有挑战性的开放问题，这些问题是由金融、工程和生命科学中的实际应用所驱动的。该项目的重点是为复杂的数据集开发新的统计推断方法，提供高精度和明确的理论保证。这包括：(1)开发一个新的统计推断框架，这将大大扩大一些主要统计方法的适用范围；(2)研究重抽样方法在高维框架中的性能；(3)研究确保统计方法良好性能的高维模型的内在属性。该项目的教育部分包括对研究生和本科生的指导，面向STEM的高中生的统计和数据科学夏令营，以及为初级研究人员举办的关于高维度统计和学习理论的讲习班/研究生院。将特别注意支持来自代表性不足的少数群体的学生和研究人员。该项目侧重于两个主要的研究主题。第一个主题是关于建立概率分布之间的各种距离的非渐近高阶展开式，特别关注高维非渐近环境下的问题和应用。PI将研究对于建立高维精确逼近界至关重要的特征性质，例如正态逼近和自举以及它们之间的关系和最优性性质。该项目的另一个主要主题是开发一个新的基于非线性建模的统计推断框架，并将其应用于非参数推断、函数估计和涉及重尾分布的模型的推断。该方法结合了参数分量和非参数分量，可以避免严重的模型误指定，并建立良好的逼近速度。PI旨在对新的高阶逼近界和非线性建模方法进行全面的研究。该项目包括为统计推断开发新的数学方法，并研究它们与其他数学领域的联系，如高维概率、随机建模和不确定性量化。该奖项反映了NSF的法定使命，并通过使用基金会的智力优势和更广泛的影响审查标准进行评估，被认为值得支持。