Event Date
Speaker: Akira Horiguchi (Visiting Assistant Professor, Dept. Statistics, UC Davis)
Title: "Sampling depth trade-off in function estimation under a two-level design"
Abstract: Many modern statistical applications involve a two-level sampling scheme that first samples subjects from a population and then samples observations on each subject. These schemes often are designed to learn both the population-level functional structures shared by the subjects and the functional characteristics specific to individual subjects. Common wisdom suggests that learning population-level structures benefits from sampling more subjects whereas learning subject-specific structures benefits from deeper sampling within each subject. Oftentimes these two objectives compete for limited sampling resources, which raises the question of how to optimally sample at the two levels. We quantify such sampling-depth trade-offs by establishing the L2 minimax risk rates for learning the population-level and subject-specific structures under a hierarchical Gaussian process model framework where we consider a Bayesian and a frequentist perspective on the unknown population-level structure. These rates provide general lessons for designing two-level sampling schemes given a fixed sampling budget. Interestingly, they show that subject-specific learning occasionally benefits more by sampling more subjects than by deeper within-subject sampling. We show that the corresponding minimax rates can be readily achieved in practice through simple adaptive estimators without assuming prior knowledge on the underlying variability at the two sampling levels. We validate our theory and illustrate the sampling trade-off in practice through both simulation experiments and two real datasets. While we carry out all the theoretical analysis in the context of Gaussian process models for analytical tractability, the results provide insights on effective two-level sampling designs more broadly.
Bio: Akira Horiguchi is a Visiting Assistant Professor in the Department of Statistics at the University of California, Davis. He was a Postdoctoral Associate in the Department of Statistical Science at Duke University, advised by Professors Li Ma and Cliburn Chan. He completed his Ph.D. in Statistics at The Ohio State University, advised by Professors Matthew T. Pratola and Thomas J. Santner. His research interests include improving Bayesian nonparametric inference for flow cytometry data, developing sensitivity analysis tools for Bayesian regression trees, and developing tree-based methods for tensor regression.
Faculty website: https://statistics.sf.ucdavis.edu/people/akira-horiguchi