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“创源”大讲堂研究生学术讲座
报告人：王启华，中国科学院研究员, 博士生导师
讲座题目：How to
make model-free feature screening approaches for full data applicable
to missing
response case?
讲座时间：2015年5月28日（周四）下午14：00～15：00
讲座地点：犀浦校区yl7703永利官网报告厅X2511
报告内容：Abstarct: It is quite challenge to develop
model-free feature screening approaches {\it directly} for missing response
problems since the existing standard missing data analysis methods cannot be
applied directly to high dimensional case. This paper develops a novel
technique by borrowing information of missingness indicators such that any
feature screening procedures for ultrahigh-dimensional covariates with full
data can be applied to missing response case. This technique is developed by
proving that the set of the active predictors on the response is a subset
of the active predictors on the product of the response and missingness
indicator. Then, any standard model-free feature screening procedures with
screening property for full data can be applied to estimating the latter one.
Hence, the probability that the estimated set contains the set of the latter
one and hence the previous one tends to one. It is shown that the complete case
(CC) approach can also keep the feature screening property of any feature screening
approach with feature screening property for full data. As an alternative, a
two-step approach is also developed for obtaining a feature screening estimator
of the active predictor set of interest. A simulation study was conducted to
compare the proposed methods with the ``complete case" (CC) approach. Real
data analysis was used to illustrate the proposed method. Both the simulation
studies and real data analysis indicate that the proposed zero imputation
feature screening method outperforms the CC method and the two step one.
个人简介：
王启华，中国科学院研究员, 博士生导师, 国家杰出青年基金获得者, 教育部长江学者奖励计划特聘教授, 中国科学院“百人计划”入选者，国际统计研究会推选会员（Elected member of the International Statistical Institute
(ISI)）。 研究兴趣是生存分析、缺失数据分析、半-非参数统计推断、高维数据统计分析，发表论文百余篇，其中在美国统计学会杂志（JASA），统计年鉴 （Ann. Statist.），Biometrik等国际重要刊物发表论文80余篇。是一些国际国内刊物的编委。先后访问香港科技大学、美国加州大学戴维斯分校，美国加州大学洛杉矶分校、美国耶鲁大学、美国西雅图华盛顿大学、加拿大卡尔顿大学、德国洪堡大学及澳大利亚国立大学等。
主办：研究生院
承办：yl7703永利官网
