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【“数学与金融”讲坛系列讲座】Conditional probability estimation based classification with class label missing at random

发布时间:2020-09-22     来源:    点击数:

报告题目:Conditional probability estimation  based classification with class label missing at random

主 讲 人:王启华研究员

报告时间:202092416:00-17:00

报告地点:腾讯会议 会议 ID858 144 011

点击链接入会: https://meeting.tencent.com/s/BufxOYFeATpF


报告摘要:

In this talk, binary classification with the class label missing at random (MAR) is considered. Based on the inverse probability weighting (IPW) method and the augmented inverse probability weighting (AIPW) method, two new methods called IPW-CPC and AIPW-CPC are proposed to construct powerful classifiers by estimating the conditional probability in a reproducing kernel Hilbert space (RKHS). Compared with the complete case analysis and the two stage procedure, the proposed IPW-CPC and AIPW-CPC methods can make the best use of unlabeled subjects, which contributes a lot to improving  classification accuracy.

Theoretically, we show that conditional misclassification rates of the proposed classifiers converge to the Bayes misclassification rate in probability and rates of convergence are also obtained.  Finally, simulations and the real data analysis well demonstrate good performances of the proposed IPW-CPC and AIPW-CPC methods in comparison with existing methods.


邀 请 人:林路教授


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