统计学系系列讲座之234期

 

时间:2016年10月18日(星期二)下午15:00-16:00

地点:史带楼501室

主持人:朱仲义 教授 复旦大学管理学院统计学系

:Generalized Additive Coefficient Models with High-dimensional Covariates for GWAS

主讲人:Prof.Hua Liang

Department of Statistics,George Washington University

摘要:In the low-dimensional case, the generalized additive coefficient model (GACM) proposed by has been demonstrated to be a powerful tool for studying nonlinear interaction effects of variables. In this paper, we propose estimation and inference procedures for the GACM when the dimension of the variables is high. Specifically, we propose a groupwise penalization based procedure to distinguish significant covariates for the ``large p small n" setting. The procedure is shown to be consistent for model structure identification. Furthermore, we construct simultaneous confidence bands for the coefficient functions in the selected model based on a refined two-step spline estimator.  We also discuss how to choose the tuning parameters. To estimate the standard deviation of the functional estimator, we adopt the smoothed bootstrap method. We conduct simulation experiments to evaluate the numerical performance of the proposed methods and analyze an obesity data set from a genome-wide association study as an illustration.

 

统计学系

2016-10-13