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学术报告五十五:Variable Selection Procedure From Multiple Testing

来源:数学与统计学院     作者:     时间:2018/6/22 9:23:22  0次

数学与统计学院学术报告[2018] 055

(高水平大学建设系列报告174)

报告题目:Variable Selection Procedure From Multiple Testing

报告人:  张宝学教授 (首都经济贸易大学

报告时间:2018625日下午300400

报告地点: 科技楼501

邀请人:    魏正红

报告摘要:

Variable selection plays an important role in statistical learning and scientific discoveries during the past ten years and multiple testing is a fundamental problem in statistical inference, also with wide applications in many scientific fields. Significant advances have been achieved in both two areas,respectively. This paper aims at figuring out a connection between the adaptive lasso and multiple testing procedure in linear regression models, and also aims at proposing procedures based on the multiple testing methods to select variables and control the selecting error rate which is called false discovery rate. Simulation studies show good performance of the proposed methods on controlling the selecting error rate and achieving great powers in a wide range of settings.

报告人简介:

首都经济贸易大学统计学院院长,教育部新世纪优秀人才支持计划曾荣获教育部 2006年度高等学校自然科学奖二等奖。任中国工业统计协会秘书长,中国资源环境统计协会秘书长。研究方向,数理统计,生物统计,机器学习。发表SCI高水平文章50多篇。

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数学与统计学院

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