应6163银河线路检测中心田波平教授的邀请,南方科技大学数学系陈欣副教授将于2019年6月22-26日来访公司,并做1场学术报告,欢迎感兴趣的师生参加。
题目:Efficient feature screening for ultrahigh-dimensional varying coefficient models
时间:2019年6月22日15:00-16:00
地点:格物楼503
摘要:Feature screening in ultrahigh-dimensional varying coefficient models is a crucial statistical problem in economics, genomics, etc. Current methods not only suffer from circumstances when the models involve multiple index variables or group predictor variables, but also cannot handle nonlinear varying coefficient models. To address these real life scenarios efficiently, we develop a screening procedure for ultrahigh-dimensional varying coefficient models utilizing conditional distance covariance (CDC). Extensive simulation studies and two real economic data examples show the effectiveness and the flexibility of our proposed method.
报告人简介:陈欣,南方科技大学数学系副教授。2010年获美国明尼苏达大学双子城分校统计系统计哲学博士学位(导师:R. Dennis Cook)。主要研究充分降维、变量选择、高维统计分析、复杂数据分析等。已在Annals of Statistics、Biometrika、Technometrics、Journal of Statistical Computation and Simulation等期刊上发表论文10余篇。