講座編號(hào)：jz-yjsb-2021-y012

講座題目：Quantile correlation-based variable selection

主 講 人：唐年勝 云南大學(xué)

講座時(shí)間：2021年05月20日（星期四）下午14:00

講座地點(diǎn)：騰訊會(huì)議，會(huì)議ID：591 524 989

參加對(duì)象：相關(guān)方向教師及研究生

主辦單位：數(shù)學(xué)與統(tǒng)計(jì)學(xué)院

主講人簡(jiǎn)介：

唐年勝，云南大學(xué)二級(jí)教授、數(shù)學(xué)與統(tǒng)計(jì)學(xué)院院長(zhǎng)、博士生導(dǎo)師，國(guó)家杰出青年科學(xué)基金獲得者，教育部“長(zhǎng)江學(xué)者”特聘教授，國(guó)家百千萬(wàn)人才工程暨有突出貢獻(xiàn)中青年專(zhuān)家，享受?chē)?guó)務(wù)院政府特殊津貼，國(guó)際數(shù)理統(tǒng)計(jì)學(xué)會(huì)會(huì)士、國(guó)際統(tǒng)計(jì)學(xué)會(huì)推選會(huì)員，云南省高等學(xué)校教學(xué)名師，中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)研究會(huì)副理事長(zhǎng)，云南省應(yīng)用統(tǒng)計(jì)學(xué)會(huì)理事長(zhǎng)。在JASA、Annals of Statistics、Biometrika 等刊物發(fā)表學(xué)術(shù)論文180余篇，其中SCI檢索130多篇。曾獲“霍英東教育基金會(huì)第九屆高等院校青年教師獎(jiǎng)”，省部級(jí)科技獎(jiǎng)勵(lì)9項(xiàng)。

主講內(nèi)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.