数学与统计学院学术报告[2019] 116号

(高水平大学建设系列报告346号)

报告题目: A Distribution-Free Control Chart for Monitoring High-Dimensional Processes based on Interpoint Distances

报告人： 舒连杰 教授 （澳门大学）  

报告时间：12月10日15:30-16:30

报告地点：汇星楼（科技楼）501                      　                

报告内容：

   Various tests for mean vectors in high dimensional situations have been discussed recently; however, they have been rarely adapted to process monitoring. This paper develops a distribution-free control chart based on interpoint distances for monitoring mean vectors in high-dimensional settings. Other than the Euclidean distance, the family of Minkowski distance is used for discussion, which is a generalization of the former and other distances. The proposed approach is very general as it represents a class of nonparametric control charts based on distances. Numerical results show that the proposed control chart is efficient in detecting mean shifts in both symmetric and heavy-tailed distributions.

报告人简历：

   Dr. Lianjie Shu is currently Professor in Faculty of Business Administration at University of Macau. He received his Bachelor degree in Mechanical Engineering and Automation from Xi'an Jiao Tong University in 1998, and his Ph.D. in Industrial Engineering and Engineering Management from the Hong Kong University of Science and Technology (HKUST) in 2002, respectively. He currently serves an Associate Editor on Journal of Statistical Computation and Simulation and a Senior Editor on Journal of Industrial and production Engineering. He is a senior member of Institute of Industrial and Systems Engineers (IISE) and American Society for Quality (ASQ). His recent research interests include Quantitative Finance, High-dimensional Statistics, and Statistical Quality Control. His publications appear on a wide variety of journals such as Journal of Financial and Quantitative Analysis, Statistics in Medicine, Naval Research Logistics, IISE Transactions, Journal of Quality Technology, etc

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数学与统计学院

2019年12月09日