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英国约克大学 Prof.Wenyang Zhang:Structure Identification in A Class of High Dimensional Semiparametric Models

发布时间:2018-01-08

 

主 题:Structure Identification in A Class of High Dimensional Semiparametric Models

主讲人:Prof.Wenyang Zhang

主持人:林华珍 教授

时 间:2018年01月09日(星期二)下午4:00-5:00

地 点:弘远楼会议室408

主办单位:统计研究中心 统计学院 科研处


主讲人简介:

Prof.Wenyang Zhang,本科毕业于四川大学数学系,后师从统计大师范剑青教授。主要从事非参数统计、时间序列分析、生存分析等方向的研究。曾先后在英国伦敦政治经济学院、英国Kent大学、英国Bath大学、英国York大学任教,现为英国York大学统计学首席教授。他曾是英国皇家统计学会科研委员会委员(历史上仅有三位华人担任该委员会委员),目前是统计学四大国际顶尖期刊之一Journal of the American Statistical Association的副主编。在《Journal of the American Statistical Association》、《The Annals of Statistics》、《Journal of the Royal Statistical Society, Series B》等国际一流期刊发表论文数十篇。

其个人主页为:https://www.york.ac.uk/maths/staff/wenyang-zhang/


摘要:

In this talk, I will present a class of high dimensional semiparametric models, which include many commonly used semiparametric models.  I will explain the importance of the models proposed, and distinguish them from the existing ones.  A novel model selection approach will be will presented, which combines the feature selection and structure identification together for the proposed models. I will justify the proposed methodology theoretically by showing the asymptotic properties which the proposed methodology enjoys.I will also show the simulation study results to demonstrate how well the proposed methodology works.  Finally, I will apply the proposed models together with the proposed model selection and estimation method to analyse two real data sets, one is about environment, another is about house price.  The findings are very interesting.