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hbs02红宝石线路学术报告—美国西乔治亚大学魏凤荣博士

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应hbs02红宝石线路应用数学系邀请,美国西乔治亚大学魏凤荣博士将于201864-65日访问我校并做学术报告。

题目:Sparse structure selection and estimation across and within variables in nonparametric additive model

时间:64日周一下午3:00

地点:曲江9-313

报告摘要:The sparse structure refers to two types of sparsity in this paper, sparsity across variables and sparsity within variables. Sparsity across variables corresponds to irrelevant components in the additive model, which are zero functions over the whole domain; sparsity within variables corresponds to zero sub-regions within the domain of relevant components, which means the underlying important function of the component is zero on some regions of the domain. To select and estimate the sparse structure, I approximate each component by B-spline basis functions and propose a group bridge penalized method which can simultaneously identify the zero functions and zero structure within the nonzero functions. Under appropriate conditions, both convergence and sparse consistency are obtained. Simulation studies indicate that the proposed group bridge penalized B-spline method has superior performance in function and within function sparsity selection and estimation.

报告人简介:魏凤荣博士,于2009年在爱荷华大学获得博士学位,并于2014年获得西乔治亚大学的终身副教授职位。其研究方向是,金融,网络分析,模型选择,高维数据分析,参数、半参数和非参数模型,以及统计遗传学。共参加主持科研项目六项,合计经费共$60,000。在包括Annals of Statistics, BernoulliSCI期刊中,共发表文章十多篇。

欢迎广大师生踊跃参加!                                                              

                                                                                                                                                                                                    

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