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Large-scale Two-sample Comparison of Support Sets

主讲人: 邹长亮
主讲人简介: 邹长亮,南开大学统计与数据科学学院教授,国家自然科学基金杰出青年基金获得者。2008年于南开大学获博士学位,随后留校任教。主要从事统计学及其与数据科学领域的交叉研究和实际应用。研究兴趣包括:高维数据统计推断、大规模数据流分析、变点和异常点检测等,在Ann.Stat.、Biometrika、 J.Am.Stat.Asso.、Math. Program.、Technometrics等统计学和工业工程领域期刊上发表论文几十篇,主持国家自然科学基金委项目多项。
主持人: 钟威
简介: Two-sample multiple testing has a wide range of applications. Most of the literature considers simultaneous tests of equality of parameters. This work takes a different perspective and investigates the null hypotheses that the two support sets are equal. This formulation of the testing problem is motivated by the fact that in many applications where the two parameter vectors being compared are both sparse, we might be more concerned about the detection of differential sparsity structures rather than the difference in parameter magnitudes. A general approach to problems of this type is developed via a novel double thresholding (DT) filter. The DT filter first constructs a sequence of pairs of ranking statistics that fulfill global symmetry properties, and then chooses two data-driven thresholds along the ranking to simultaneously control the false discovery rate (FDR) and maximize the number of rejections. Several applications of the methodology are given, including tests for large-scale correlation matrices, high-dimensional linear models and Gaussian graphical models.
时间: 2022-06-27(Monday)16:40-18:00
地点: 经济楼N302
讲座语言: 中文
期数:
主办单位: 厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院
承办单位: 厦门大学经济学院统计学与数据科学系
类型:
独立讲座
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