English
讲座编号：jz-yjsb-2021-y012
讲座题目：Quantile correlation-based variable selection
主 讲 人：唐年胜 云南大学
讲座时间：2021年05月20日（星期四）下午14:00
讲座所在：腾讯集会，集会ID：591 524 989
加入工具：相关偏向教师及研究生
主办单位：数学与统计学院
主讲人简介：
唐年胜，云南大学二级教授、数学与统计学院院长、博士生导师，国家杰出青年科学基金获得者，教育部“长江学者”特聘教授，国家百千万人才工程暨有突出孝敬中青年专家，享受国务院政府特殊津贴，国际数理统计学会会士、国际统计学会推选会员，云南省高等学校教学名师，中国现场统计研究会副理事长，云南省应用统计学会理事长。在JASA、Annals of Statistics、Biometrika 等刊物宣布学术论文180余篇，其中SCI检索130多篇。曾获“霍英东教育基金会第九届高等院校青年教师奖”，省部级科技奖励9项。
主讲内容：
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.
