| 主讲人 |
李润泽 |
简介 |
<p>This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we propose a new test statistic and show that its asymptotic distribution is $\chi^2$ distribution whose degree of freedom does not depend on the unknown population distribution. We further conduct power analysis under local alternative hypotheses. In addition, we study how to control the false discovery rate of the proposed $\chi^2$ tests, which are correlated, to identify important predictors under a model-free framework. To this end, we propose a multiple testing procedure and establish its theoretical guarantees. Monte Carlo simulation studies are conducted to assess the performance of the proposed tests and an empirical analysis of a real-world data set is used to illustrate the proposed methodology.</p> |
| 时间 |
2024-07-22 (Monday) 16:30-18:00 |
地点 |
中国科学院数学与系统科学研究院南楼N219、厦大经济楼D136（线下分会场）、腾讯会议 ID：138 462 107 |
| 讲座语言 |
中文 |
主办单位 |
中国科学院大学经济与管理学院、预测科学研究中心、厦门大学邹至庄经济研究院、NSFC“计量建模与经济政策研究”基础科学中心 |
| 承办单位 |
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类型 |
系列讲座 |
| 联系人信息 |
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主持人 |
洪永淼 |
| 专题网站 |
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专题 |
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| 主讲人简介 |
<p>Runze Li is the Eberly Family Chair Professor in Statistics, The Pennsylvania State University. He served as Co-Editor of Annals of Statistics from 2013 to 2015. Runze Li is Fellow of IMS, ASA and AAAS. His recent honors and awards also include the Distinguished Achievement Award of International Chinese Statistical Association, 2017, Faculty Research Recognition Awards for Outstanding Collaborative Research. College of Medicine, Penn State University in 2018 and Distinguished Mentoring Award, Eberly College of Science, Penn State University in 2023. His research interests include theory and methodology in variable selection, feature screening, robust statistics, nonparametric and semiparameteric regression. His interdisciplinary research aims to promote the better use of statistics in social behavioral research, neural science research and climate studies.</p> |
期数 |
“邹至庄讲座”杰出学者论坛（第41期） |
