统计学系系列讲座之238期

 

时间:2016年10月25日(星期二)下午14:30-15:30

地点:史带楼501室

主持人:张新生 教授 复旦大学管理学院统计学系

:Hypothesis testing of matrix graph model with application to brain connectivity analysis

主讲人:夏寅 青年研究员

复旦大学管理学院统计学系

摘要:In this talk, we adopt a matrix normal distribution framework and formulate the brain connectivity analysis as a precision matrix hypothesis testing problem. Based on the separable spatial-temporal dependence structure, we develop oracle and data-driven procedures to test both the global hypothesis that all spatial locations are conditionally independent, and simultaneous tests for identifying conditional dependent spatial locations with false discovery rate control. Our theoretical results show that the data-driven procedures perform asymptotically as well as the oracle procedures and enjoy certain optimality properties. The empirical finite-sample performance of the proposed tests is studied via intensive simulations, and the new tests are applied on a real electroencephalography data analysis.

 

统计学系

2016-10-24