澳门太阳集团(9728·VIP网城)网站入口-欢迎您

学术科研

Probability & Statistics Seminar

Efficient Feature Screening for Ultrahigh-dimensional Varying Coefficient Models

演讲者：Chen Xin助理教授新加坡国立大学
时间：2017-06-02 16:30-17:30
地点：科研服务中心706

Abstract:

Feature screening in ultrahigh-dimensional varying coefficient models is a crucial statistical problem in economics, genomics and etc. Existing methods suffer in the cases of multiple index variables and group predictor variables. Moreover, current methods can not handle nonlinear varying coefficient models which is possible in reality. To deal with those scenarios efficiently in real life, we develop a screening procedure for ultrahigh-dimensional varying coefficient models utilizing conditional distance covariance (CDC). Extensive simulation studies and two real economic data examples have shown the effectiveness and the flexibility of our proposed methods.