应6163银河线路检测中心田波平教授邀请,南方科技大学统计与数据科学系田国梁教授将于近日来访公司并做一场关于比例逆高斯分布的学术报告。以下是报告信息,欢迎各位师生参加。 时间:2019年11月22日(星期五)上午10:00-11:00 地点:格物楼503报告厅 题目:Proportional inverseGaussian distribution: A new tool for analyzing continuous proportional data 摘要:Outcomes in the form of rates, fractions, proportions and percentages often appear in various fields. Existing beta and simplex distributions are frequently unable to exhibit satisfactory performances in fitting such continuous data. This paper aims to develop the normalized inverse Gaussian (N-IG) distribution proposed by Lijoi et al. (2005) as a new tool for analyzing continuous proportional data in (0,1) and renames the N-IG as proportional inverse Gaussian (PIG) distribution. Our main contributions include: (1) To overcome the difficulty of an integral in the PIG density function, we propose a novel minorization-maximization (MM) algorithm via the continuous version of Jensen's inequality to calculate the maximum likelihood estimates of the parameters in the PIG distribution; (2) We also develop an MM algorithm aided by the gradient descent algorithm for the PIG regression model, which allows us to explore the relationship between a set of covariates with the mean parameter; (3) Both the robustness researches and the real data analyses show that the PIG distribution has the best robustness performance when comparing with the beta and simplex distributions in terms of the AIC, BIC and the p-value of the Kolmogorov-Smirnov test. In addition, bootstrap confidence intervals and testing hypothesis on symmetry of the PIG density are also presented. Simulation studies are conducted and the hospital stay data of Barcelona in 1988 and 1990 are analyzed to illustrate the proposed methods. 报告人简介:田国梁教授于1988年获得武汉大学统计学硕士学位、于1998年获得中国科学院应用数学研究所的统计学博士学位。曾在北京大学概率统计系和美国田纳西州St. Jude儿童研究医院从事博士后研究、之后在美国马里兰大学医学院工作6年。2008年9月任香港大学统计与精算学系副教授、2016年8月任南方科技大学数学系正教授、2019年8月开始在南方科技大学统计与数据科学系工作,讲授数理统计、计算统计、生物统计、统计数据分析(SAS)等多门统计专业课程,是国际统计期刊《Statistics and Its Interface》、《Communication in Statistics》以及《Computational Statistics and Data Analysis》的副主编。他主要的研究领域是生物统计、计算统计和社会统计。目前的研究方向包括多元零膨胀计数数据分析、(0, 1) 区间上连续数据(以及其推广,即成份数据)的统计分析、不完全分类数据分析和大维随机矩阵的理论方法及应用。在国内外重要期刊发表学术论文110多篇,其中多篇发表在国际顶尖统计杂志《Statistical Methods in Medical Research》、《Statistics in Medicine》、《Biometrics》、《Statistica Sinica》、《Journal of Multivariate Analysis》上,在Wiley、Chapman & Hall/CRC等国际著名出版社出版专著3本。 |