- Thursday, February 17, 2022
- 3:40 PM–4:45 PM
- NH 251
The Mathematics and Statistics Department welcomes Dr. Naama Lewis as their guest speaker at the February 17 Colloquium.
Dr. Lewis' lecture is entitled "Convex Optimization Techniques and Applications in Statistics. Join us in NH 251 at 3:40 for this event.
In this talk Dr. Lewis will discuss the role of convex optimization problems play in statistics. She will explore applications in Item Response Theory. Item Response Theory (IRT) Models, like the one parameter, two parameters, or normal Ogive, have been discussed for many years. These models represent a rich area of investigation due to their complexity as well as the large amount of data collected in relationship to model parameter estimation. Here we propose a new way of looking at IRT models using I-projections and duality. We use convex optimization methods to derive these models. The Kullback-Leibler divergence is used as a metric and specific constraints are proposed for the various models. With this approach, the dual problem is shown to be much easier to solve than the primal problem. In particular, when there are many constraints, we propose the application of a projection algorithm for solving these types of problems. We also consider re-framing the problem and utilizing a decomposition algorithm to solve for parameters as well.
North Hall 251