Institut de Mathématiques de Marseille, UMR 7373


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Séminaire Statistique

par Lozingot Eric, Pommeret Denys, Reboul Laurence - publié le , mis à jour le



  • Lundi 27 mai 14:00-15:00 - Guillaume Chauvet - ENSAI (Rennes)

    Séminaire Statistique

    Résumé : Exponential inequalities for sampling designs
    Exponential concentration inequalities are helpful to guaranty that the difference between a parameter and its estimator is no greater than a given threshold, with probability tending exponentially fast to 1 as the sample size increases. Such inequalities are in particular helpful in streaming algorithms, when a sample is obtained in one pass of the file only, and when so-called epsilon-delta approximations are wanted. In a recent work, Bertail and Clemencon (2019) obtained a general exponential inequality for negatively associated sampling designs, a family including rejective sampling, Rao-Sampford sampling and pivotal sampling.
    In this work, we define what we call the generalized Sen-Yates-Grundy conditions. Making use of a martingale characterization, we prove that under these conditions the Horvitz-Thompson estimator satisfies a version of the Azuma-Hoeffding therem. These conditions hold true for rejective sampling, Chao’s sampling, Tille’s eliminatory procedure and the generalized Midzuno method, for example. This is joint work with Mathieu Gerber (University of Bristol).

    Lieu : FRUMAM 1er étage - FRUMAM - Aix Marseille Université - Saint Charles

    Notes de dernières minutes : Exponential inequalities for sampling designs

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Nature Séminaire
Intitulé Statistique
Responsables Laurence Reboul
Denys Pommeret
Équipe de rattachement Statistiques du Groupe ALEA
Fréquence Hebdomadaire
Jour-Horaire Le Lundi à 14h
Lieu FRUMAM, St Charles (accès)

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Historique des responsables :
- du 20/06/2017 au 26/06/2018 :Badih Ghattas et Thomas Willer
- du 11/10/2016 au 19/06/2017 : Thibaut Le Gouic et Thomas Willer