The PIMS Postdoctoral Fellow Seminar: Nabarun Deb

  • Date: 02/01/2023
Lecturer(s):
Nabarun Deb, UBC
Location: 

Online

Topic: 

Optimal transport in statistics and Pitman efficient multivariate distribution-free testing

Description: 

Abstract: In recent years, the problem of optimal transport has received significant attention in statistics and machine learning due to its powerful geometric properties. In this talk, we introduce the optimal transport problem and present concrete applications of this theory in statistics. In particular, we will propose a general framework for distribution-free nonparametric testing in multi-dimensions, based on a notion of "multivariate ranks" defined using the theory of optimal transport. We demonstrate the applicability of this approach by constructing exactly distribution-free tests for testing the equality of two multivariate distributions. We investigate the consistency and asymptotic distributions of these tests, both under the null and local contiguous alternatives. We further study their local power and asymptotic (Pitman) efficiency, and show that a subclass of these tests achieve attractive efficiency lower bounds that mimic the classical efficiency results of Hodges and Lehmann (1956) and Chernoff and Savage (1958).

 

Speaker biography: Nabarun Deb is a PIMS postdoctoral fellow at UBC, Vancouver. He is currently working under the supervision of Young-Heon Kim (UBC), Geoffrey Schiebinger (UBC), and Soumik Pal (UW, Seattle) on optimal transport and its applications in statistics and machine learning. Nabarun did his Ph.D. from Columbia University, New York. He believes research is as much about learning to ask the right questions as it is about finding appropriate answers, so he loves to spend time reading papers to understand and formulate interesting and relevant questions. He also enjoys teaching students from diverse backgrounds, and thinks the opportunity to organically connect to people across borders (national, cultural, political, you name it) based on research, is one of the most fulfilling aspects of academia.

 

 

This event is part of the Emergent Research: The PIMS Postdoctoral Fellow Colloquium Series.

Other Information: 

This seminar takes places across multiple time zones: 9:30 AM Pacific/ 10:30 AM Mountain / 11:30 AM Central

 

Register via Zoom to receive the link for this event and the rest of the series.

 

See past seminar recordings on MathTube.