Promote Similarity in Integrative Analysis-厦门大学金融系

Promote Similarity in Integrative Analysis
主讲人 Shuangge Ma 简介 <p><span style="font-family: Arial;"><span style="text-align: justify;">For multiple high-dimensional problems, it is desired to conduct the integrative analysis of multiple independent datasets. Under a few important scenarios, it can be expected that the estimates of multiple datasets are &ldquo;similar&rdquo; in certain aspects, which may include magnitude, sparsity structure, sign, and others. The existing approaches do not have a mechanism promoting such similarity. In our study, we conduct the integrative analysis of multiple independent datasets. Penalization techniques are developed to explicitly promote similarity. The consistency properties are rigorously established. Numerical studies, including simulation and data analysis, show that the proposed approach has significant advantages over the existing benchmark.</span></span></p> <p class="MsoNormal" style="text-align:justify;text-justify:inter-ideograph"><span lang="EN-US" style="font-family:&quot;Georgia&quot;,&quot;serif&quot;"><o:p></o:p></span></p>
时间 2016-06-27(Monday)16:40-18:00 地点 N303,Econ Building
讲座语言 中文 主办单位 SOE&WISE
承办单位 统计系 类型 独立讲座
联系人信息 主持人 Wei Zhong
专题网站 专题
主讲人简介 <p><span style="font-family: 宋体; font-size: 13px; line-height: 21px;">美国耶鲁大学生物统计系副教授,厦门大学经济学院和王亚南经济研究院讲座教授</span></p> 期数
独立讲座