event

Stochastics & Statistics Seminar – Martin Wainwright (UC Berkeley)
March 18, 2016 | 11-12pm | 32-123

ABSTRACT: Data in the form of pairwise comparisons between a collection of n items arises in many settings, including voting schemes, tournament play, and online search rankings.  We study a flexible non-parametric model for pairwise comparisons, under which the probabilities of outcomes are required only to satisfy a natural form of stochastic transitivity (SST). The SST class includes a large family of classical parametric models as special cases, among them the Bradley-Terry-Luce and Thurstone models, but is substantially richer. We provide a sharp characterization of the minimax risk for estimating the matrix of pairwise comparisons, and discuss various computational issues that arise in achieving it in an efficient way. Based on joint work with Nihar Shah, Sivaraman Balakrishman and Aditya Guntuboyina.

BIO: Martin Wainwright joined the faculty at University of California at Berkeley in Fall 2004, and is currently a Professor with a joint appointment between the Department of Statistics and the Department of Electrical Engineering and Computer Sciences. He received his Bachelor’s degree in Mathematics from University of Waterloo, Canada, and his Ph.D. degree in Electrical Engineering and Computer Science (EECS) from Massachusetts Institute of Technology (MIT), for which he was awarded the George M. Sprowls Prize from the MIT EECS department in 2002. He is interested in high-dimensional statistics, information theory and statistics, and statistical machine learning. He has received an Alfred P. Sloan Foundation Research Fellowship (2005), IEEE Best Paper Awards from the Signal Processing Society (2008) and Communications Society (2010); the Joint Paper Award from IEEE Information Theory and Communication Societies (2012); a Medallion Lecturer (2013) of the Institute for Mathematical Statistics; a Section Lecturer at the International Congress of Mathematicians (2014); and the COPSS Presidents’ Award in Statistics (2014). He is currently serving as an Associate Editor for the Annals of Statistics, Journal of Machine Learning Research, Journal of the American Statistical Association, and Journal of Information and Inference.


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