Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Data

Neyman Seminar
Apr 10, 2019 4:00pm to 5:00pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
I will present a new statistical paradigm for the analysis of streaming data based on renewable estimation and incremental inference in the context of generalized linear models. Our proposed renewable estimation enables us to sequentially update the maximum likelihood estimation and inference with current data and summary statistics of historic data, but with no use of any historic raw data...
Peter Song, University of Michigan