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Quantile correlation-based variable selection

講座編號:jz-yjsb-2021-y012

講座題目:Quantile correlation-based variable selection

主 講 人:唐年勝 云南大學

講座時間:20210520(星期下午14:00

講座地點:騰訊會議,會議ID591 524 989

參加對象:相關方向教師及研究生

主辦單位:數學與統計學院

主講人簡介:

唐年勝,云南大學二級教授、數學與統計學院院長、博士生導師,國家杰出青年科學基金獲得者,教育部長江學者特聘教授,國家百千萬人才工程暨有突出貢獻中青年專家,享受國務院政府特殊津貼,國際數理統計學會會士、國際統計學會推選會員,云南省高等學校教學名師,中國現場統計研究會副理事長,云南省應用統計學會理事長。在JASA、Annals of Statistics、Biometrika 等刊物發表學術論文180余篇,其中SCI檢索130多篇。曾獲霍英東教育基金會第九屆高等院校青年教師獎,省部級科技獎勵9項。

主講內容:

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.

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