Machine Learning Seminar presentation
Topic: Robust estimation of a regression function in exponential families
Speaker: Juntong Chen, Faculty of Science, Technology and Medicine; University of Luxembourg
Time: Wednesday, 2021.06.02, 10:00 CET
How to join: Please contact Jakub Lengiewicz
In this talk, we consider the problem of estimating a regression function when the distribution of the data belongs to an exponential family. Several interesting problems are under this setting, for example, logit, Poisson, and exponential regressions. We first introduce these three estimation problems and then solve them by means of a new estimation procedure which is called Rho-estimation. Finally, we carry out a simulation study for illustrating and discussing the theoretical properties of rho-estimators as compared to the well-known maximum likelihood ones.