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Talk announcement: Fri, Sept 29, 2017, 10:00 c.t. - Emilia Oikarinen "Minimum-Width Confidence Bands via Constraint Optimization"

Dear Colleagues,

the Institute for Information Systems cordially invites you to the following talk:


Minimum-Width Confidence Bands via Constraint Optimization

Emilia Oikarinen
Finnish Institute of Occupational Health

DATE:   Fri, Sept 29, 2017
TIME:   10:00 c.t.
VENUE:  Seminarraum Goedel, Favoritenstrasse 9-11

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, only little work exists on applying confidence intervals to multivariate data. In this talk we define confidence intervals for multivariate data,
in terms of minimum-width confidence band problem (MWCB), that extend the
one-dimensional definition in a natural way and discuss drawbacks of earlier formalizations. Furthermore, we show that the problem of finding multivariate
confidence intervals is NP-hard.

The use of constraint optimization has recently proven to be a successful approach to providing solutions to various NP-hard search and optimization problems in data
analysis. Here we extend the use of constraint optimization systems further
to the MWCB problem. We present constraint models for the MWCB problem in
terms of mixed integer programming and maximum satisfiability, as well as a greedy heuristic approach. Furthermore, we empirically evaluate the scalability of the constraint optimization approaches and solution quality compared to the greedy approach on
real-world datasets.

Joint work with Jeremias Berg, Matti Järvisalo, Jussi Korpela, Kai Puolamäki, and Antti Ukkonen.


With kind support of the Vienna Center for Logic and Algorithms (VCLA)

ARätin Juliane Auerböck
Technische Universität Wien
Institut für Informationssysteme
Favoritenstr. 9 - 11/ 184
A-1040 Wien
TEL.: +43 1 58801 18403

DVR 0005886