##### Department of Mathematics,

University of California San Diego

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### Math 288 - Probability and Statistics

## Ashwin Pananjady

#### UC Berkeley

## Statistics meets computation: Exploring the interface between parametric and non-parametric modeling

##### Abstract:

Modeling and tractable computation form two fundamental but competing pillars of data science; indeed, fitting good models to data is often computationally challenging in modern applications. Focusing on the canonical tasks of ranking and regression, I introduce problems where this tension is immediately apparent, and present methodological solutions that are both statistically sound and computationally tractable. I begin by describing a class of ``permutation-based'' models as a flexible alternative to parametric modeling in a host of inference problems including ranking from ordinal data. I introduce procedures that narrow a conjectured statistical-computational gap, demonstrating that carefully chosen non-parametric structure can significantly improve robustness to mis-specification while maintaining interpretability. Next, I address a complementary question in the context of convex regression, where I show that the curse of dimensionality inherent to non-parametric modeling can be mitigated via parametric approximation. Our provably optimal methodology demonstrates that it is often possible to enhance the interpretability of non-parametric models while maintaining important aspects of their flexibility.

Host: Ery Arias-Castro

### March 5, 2020

### 1:00 PM

### CSB 003

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