Joint Econometrics and Statistics Workshop
Asymptotically normal estimation in random graphs and random structures
Peter Orbanz (UCL)
Friday 07 February 2020 12:00 - 13:00
Due to the onging coronavirus outbreak, many of our seminars and public events this year will continue as online seminars. Please check our website listings and Twitter feed @STICERD_LSE for updates.
About this event
Consider a large random structure -- a stochastic process on the line, a random graph, a random field on the grid -- and a function that depends only on a small part of the structure. Now use a family of transformations to ‘move’ the domain of the function over the structure, and average over the collected function values. It has only been clarified fairly recently, by results in ergodic theory, that there are precise conditions under which such averages have a law of large numbers: By collecting values at different locations, we can consistently estimate (conditional) expectations. I will explain under what conditions the estimates are also asymptotically normal. Several known central limit theorems for stationary random fields, graphon models of networks, etc emerge as special cases.
Econometrics and Statistics seminars are held on Fridays in term time at 12:00-13:00, ONLINE, unless specified otherwise.
Seminar organisers: Dr Tatiana Komarova and Dr Yunxiao Chen.
For further information please contact Lubala Chibwe, either by email: firstname.lastname@example.org.
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