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【9月2日】統計學學術講座

】【打印】【關閉窗口 來源:本站原創 作者:統計與數學學院 編輯:王凝 發布時間:2019-09-02

       報告題目:Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
       主講人:王啟華教授(中國科學院特聘研究員)
       時間:2019年9月2日(周一)15:30 p.m.
       地點:北院卓遠樓305
       主辦單位:統計與數學學院

       摘要:Let $Y$ be the response variable, and $(X,Z)$ the covariable vector. We consider the model selection problem for $f_{Y|X,Z}(y|x,z)$ with $X$ missing at random, where $f_{Y|X,Z}(y|x,z)$ is the conditional probability function of $Y$ given $(X,Z)$. Two novel model selection criteria are suggested. One is called bias-corrected Kullback-Leibler distance (BCKL) criterion and another one is called empirical-likelihood-based bias-corrected Kullback-Leibler distance (ELBCKL) criterion. Both the criteria specify a parametric model, which do not need to be correct, for $f_{X|Y,Z}(x|y,z)$, the conditional probability function of the missing covariates given the observed variables. It is shown, however, that the model selection by both the proposed criteria is consistent and that the population parameter estimators, corresponding to the selected model, are also consistent and asymptotically normal even if the parametric model for $f_{X|Y,Z}(x|y,z)$ is misspecified. This is a remarkable superiority of our proposed criteria to some existing model selection strategies. Extensive simulation studies are conducted to investigate the finite-sample performances of the proposed two criteria and a thorough comparison is made with some related model selection methods. The simulation results show that our proposals perform competitively especially when the conditional distribution of the missing covariates given the observed variables is misspecified. Supplementary materials for this article are available online.

       主講人簡介:
       王啟華,中國科學院核心骨幹特聘研究員,博士生導師,國家傑出青年基金獲得者,教育部長江學者獎勵計劃特聘教授,中科院“百人計劃”入選者,首屆全國優秀博士論文作者,國際統計研究會當選會員(elected member), 先後訪問加拿大Carleton大學、California大學戴維斯分校、California大學洛杉磯分校、美國Yale大學、美國華盛頓大學、美國西北大學、德國Humboldt大學、澳大利亞國立大學及澳大利亞悉尼大學等。主要從事生存分析、缺失數據分析、高維數據統計分析及非-半參數統計推斷等方麵的研究。)出版專著兩部,發表論文百餘篇,其中90多篇發表在 The Annals of Statistics, JASA及Biometrika等國際重要刊物,是一些國際與國內刊物的主編與編委。