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统计学系系列讲座之335期

 

时　间：2019年4月16日（星期二）13:30-14:30

地　点：史带楼503室

主持人：张新生教授 复旦大学管理学院统计学系

主　题：High order conditional distance covariance with conditional mutual independence

主讲人：Professor Wang Zhou　Department of Statistics and Applied Probability, National University of Singapore

简　介：

Wang Zhou 教授2004年在香港科技大学取得博士学位，2009年至2013年任新加坡国立大学终身副教授，2014年起任终身正教授（Full Professor）。他的主要研究方向为：高维数据的统计推断、网络数据的统计分析等。已在国际统计学领域的顶级期刊如AOS、JASA、Biometrika、AOP、及AOAP上发表论文60余篇。

摘　要：We construct a high order conditional distance covariance, which generalizes the notation of conditional distance covariance. The joint conditional distance covariance is defined as a linear combination of conditional distance covariances, which can capture the joint relation of many random vectors given one vector. Furthermore, we develop a new method of conditional independent test based on the joint conditional distance covariance.  Simulation results indicate that the proposed method is very effective. We also apply our method to analyze the relationships of $PM_{2.5}$ in five Chinese cities: Beijing, Tianjin, Jinan, Tangshan and Qinhuangdao by Gaussian graphical model.

 

                      

 统计学系 

2019-4-10