统计学系系列讲座之375期

时    间:2021年6月18日(星期五)14:00-15:00

地    点:史带楼301室

主持人:朱仲义  教授 复旦大学管理学院统计学系

主    题:Quantile correlation-based variable selection

主讲人:唐年胜 教授  云南大学数学与统计学院

简    介:唐年胜,博士,国家杰出青年科学基金获得者,教育部“**学者”特聘教授,教育部“新世纪优秀人才”,云南省科技领军人才,云南省首批云岭学者,云南省中青年学术和技术带头人,云南省教学名师,云南省学位委员会经济与管理学科评议组成员,博士生导师。 云南省高校“统计与信息技术重点实验室 ” 负责人,“云南大学复杂数据统计推断方法研究 ” 省创新团队带头人。

摘    要:

This paper is concerned with identifying important features in high dimensional data analysis, especially when there are complex relationships among predictors. Without any specification of an actual model, we first introduce a multiple testing procedure based on the quantile correlation to select important predictors in high dimensionality. The quantile-correlation statistic is able to capture a wide range of dependence.A stepwise procedure is studied for further identifying important variables. Moreover, a sure independent  screening based on the quantile correlation is developed in handling ultrahigh dimensional data. It is computationally efficient and easy to implement. We establish the theoretical properties under mild conditions. Numerical studies including simulation studies and real data analysis contain supporting evidence that the proposal performs reasonably well in practical settings.

 

 

统计学系 

2021-6-16