统计与数据科学系系列学术报告之四百九十九期

时间：2026年1月5日（星期一）16:00-17:00

主持人：复旦大学管理学院统计与数据科学系蒋斐宇教授

地点：史带楼302室

报告人：孔新兵教授东南大学

题目：Generating tensor factor structure via diffusion model with Tucker Unet

摘要：Large-dimensional factor models are widely used in asset pricing, macro economic analysis, international trading, social network analysis, machine learning, and so on. In this talk, we first give a new statistical testing for the existence of the tensor factor structure in large dimension. We show that our test is powerful which is theoretically underpinned compared with the most recent works. Empirically, we find that the structure is significant for the MNIST hand written numbers while not that significant for the two-way arranged return matrix series. Motivated by the data augmentation, we study how to generate tensors with low-rank factors via the diffusion generative model with our carefully tailored Tucker Unet. We theoretically present the accuracy of the deep generative artifically networks, including the approximation error, estimation error and the TV error of the large-dimensional distribution function of the generated tensors. Empirical studies in picture generation and Newyork taxi data show the good performance of our Tucker Unet.

个人简介：孔新兵，现为东南大学统计与数据科学学院教授。主要研究方向为高维统计和机器学习。在统计学国际顶级期刊AoS, JASA, Biometrika, JoE, JBES发表论文20余篇，其中在AoS, Biometrika独立发表论文3篇。主持国家自然科学基金项目5项，其中重点专项1项。主持中钢集团CAD对象识别和自动算量系统项目和招商银行南京分行大模型应用项目。获第一届统计科学技术进步奖一等奖，江苏省教育系统先进个人（优秀教师），完成省教育教学改革重点项目1项，参编统计学101教材《统计机器学习》。担任JBES期刊编委。