学术讲座通知
通讯员:  发布人:刘巍  发布时间:2017-10-31   浏览次数:10

讲座一题目:Concordance Measure-based Feature Screening and Variable Selection

主讲人林华珍(西南财经大学教授,统计研究中心主任)

讲座时间11月01日10:30-11:30

讲座地点:文波楼4楼统计与数学学院会议室

讲座摘要:The $C$-statistic, measuring the rank concordance between predictors and outcomes, has become a standard metric of predictive accuracy andis thereforea natural criterion forvariable screening and selection. However, as the $C$-statistic is a step function, its optimization requires brute-force search, prohibiting its direct usage in the presence of high-dimensional predictors. We develop a smoothed version of the $C$-statistic to facilitate variable screening and selection. Specifically, we propose a smoothed $C$-statistic sure screening (C-SS) method for screening ultrahigh-dimensional data, and a penalized$C$-statistic (PSC)variable selection method for regularized modelingbased on the screening results. We have shown that these two coherent procedures form an integrated framework for screening and variable selection: the C-SS possesses the sure screening property, and the PSC possesses the oracle property. Specifically, the PSC achieves the oracle property if $m_n = o(n^{1/4})$, where $m_n$ is the cardinality of the set of predictors captured by the C-SS. Our extensive simulations reveal that, compared to existing procedures, our proposal is more robust and efficient. Our procedure has been applied to analyze a multiple myeloma study, and has identified several novel genes that can predict patients response to treatment.

  

  

主讲人简介:

林华珍,西南财经大学统计学院教授、博导,统计研究中心主任,美国华盛顿大学生物统计系博士后,四川大学博士。教育部长江学者特聘教授,国家杰出青年科学基金获得者,教育部新世纪优秀人才,第十一批四川省学术和技术带头人。 先后有论文发表在JASAAnnals of StatisticsJRSSBBiometrikaBiometrcs等国际统计学顶级期刊上,并担任国际统计学权威期刊《Biometrics》、《Scandinavian Journal of Statistics》、《Statistics and Its InterfaceAssociate Editor, 国内核心学术期刊《应用概率统计》、《系统科学与数学》、《数理统计与管理》编委。研究领域:非参数理论和方法、转换模型、生存数据分析、函数数据分析、时空数据分析。