An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Make a Big Difference?: Neyman seminar

An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Make a Big Difference?: Neyman seminar

Neyman Seminar
Feb 14, 2022, 04:00 PM - 05:00 PM | Zoom id: 97648161149. No passcode. Evans Hall | Happening As Scheduled
Ryan Giordano, MIT

Abstract: I propose a method to assess the sensitivity of statistical analyses to the removal of a small fraction of the data. Manually checking the influence of all possible small subsets is computationally infeasible, so I provide an approximation to find the most influential subset. My metric, the ``Approximate Maximum Influence Perturbation,'' is automatically computable for common...