主  題：Variable selection procedure from multiple testing

內(nèi)容簡介：Summary. Variable selection plays an important role in statistical learning and scientific discoveries during the past ten years and multiple testing is a fundamental problem in statistical inference, also with wide applications in many scientific fields. This paper aims at figuring out a connection between adaptive lasso and multiple testing in the linear regression model, and aims at proposing a method based on the multiple testing to select variables and control the selecting error rate. Simulation studies show good performance of the proposed method on controlling the selecting error rate and achieving great powers under weak dependence.
Keywords: variable selection, multiple testing, adaptive lasso, false discovery

報告人：張寶學(xué)     教授    博導(dǎo)

                    2009年度教育部新世紀優(yōu)秀人才支持計劃

                    美國《數(shù)學(xué)評論》（“Mathematical Review”）特聘評論員

                    IMS-China執(zhí)行理事

                    中國空間統(tǒng)計學(xué)會副理事長

時  間：2016-03-24    10:30

地  點：競慧東樓305

舉辦單位：理學(xué)院