Distributed Estimation and Inference for Spatial Autoregression Model with Large Scale Networks-tengbo9885手机版客户端大学tengbo9885手机版客户端系

Distributed Estimation and Inference for Spatial Autoregression Model with Large Scale Networks
主讲人 Xuening Zhu 主讲人简介 <p>Xuening Zhu is currently an associate professor in School of Data Science at Fudan University. She got her Ph.D. degree in Economics (Statistics) from Guanghua School of Management, Peking University in 2017. During 2017-2018 she worked as a postdoctoral research assistant in Department of Statistics, Penn State University. Her research interests are mainly on network data modelling and business statistics. Her research has been published in <em>Journal of Econometrics, Journal of the American Statistical Association, Annals of Statistics</em>.</p>
主持人 Xingbai Xu 简介 <p>The rapid growth of online network platforms generates large scale network data and it poses great challenges for statistical analysis using the spatial autoregression (SAR) model. In this work, we develop a distributed estimation and statistical inference framework for the SAR model on a distributed system. We first propose a distributed network least squares approximation (DNLSA) method. This enables us to obtain a one-step estimator by taking a weighted average of local estimators on each worker. Afterwards, a refined two-step estimation is designed to further reduce the estimation bias. For statistical inference, we utilize a random projection method to reduce the expensive communication cost. Theoretically, we show the consistency and asymptotic normality of both the one-step and two-step estimators. In addition, we provide theoretical guarantee of the distributed statistical inference procedure. The theoretical findings and computational advantages are validated by several numerical simulations implemented on the Spark system. Lastly, an experiment on the Yelp dataset further illustrates the usefulness of the proposed methodology.</p>
时间 2022-11-02(Wednesday)16:40-18:00 地点 Room N402, Economics Building
主办单位 tengbo9885手机版客户端大学腾博官网诚信为本客服下载学院、王亚南腾博官网诚信为本客服下载研究院、邹至庄腾博官网诚信为本客服下载研究院 承办单位
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联系人信息 许老师,电话:0592-2182991,邮箱:ysxu@xmu.edu.cn 讲座语言 中文
期数 高级计量腾博官网诚信为本客服下载学与统计学系列讲座2022年秋季学期第四讲(总148讲)