Speaker: Dr. Emily Hector, Assistant Professor, North Carolina State University

Title: Turning the information-sharing dial: Efficient inference from different data sources

Abstract: A fundamental aspect of statistics is the integration of data from different sources. Classically, Fisher and others were focused on how to integrate homogeneous (or only mildly heterogeneous) sets of data. More recently, as data are becoming more accessible, the question of if data sets from different sources should be integrated is becoming more relevant. The current literature mostly treats this as a question with only two answers: integrate or don’t. Here we take a different approach, motivated by information-sharing principles coming from the shrinkage estimation literature. In particular, we deviate from the do/don’t perspective and propose a dial parameter that controls the extent to which two data sources are integrated. How far this dial parameter should be turned is shown to depend, for example, on the informativeness of the different data sources as measured by Fisher information. This is joint work with Ryan Martin.