Loading…
This event has ended. View the official site or create your own event → Check it out
This event has ended. Create your own
View analytic
Tuesday, December 8 • 19:00 - 23:59
On Elicitation Complexity

Sign up or log in to save this to your schedule and see who's attending!

Elicitation is the study of statistics or properties which are computable via empirical risk minimization. While several recent papers have approached the general question of which properties are elicitable, we suggest that this is the wrong question---all properties are elicitable by first eliciting the entire distribution or data set, and thus the important question is how elicitable. Specifically, what is the minimum number of regression parameters needed to compute the property?Building on previous work, we introduce a new notion of elicitation complexity and lay the foundations for a calculus of elicitation. We establish several general results and techniques for proving upper and lower bounds on elicitation complexity. These results provide tight bounds for eliciting the Bayes risk of any loss, a large class of properties which includes spectral risk measures and several new properties of interest.


Tuesday December 8, 2015 19:00 - 23:59
210 C #98

Attendees (1)