光華講壇——社會(huì)名流與企業(yè)家論壇第6589期
主題：Nonlinear dependence metrics and their statistical applications 非線(xiàn)性相依度量及其統(tǒng)計(jì)應(yīng)用（系列講座）
主講人：伊利諾伊大學(xué)厄巴納-香檳分校 邵曉峰教授
主持人：西南財(cái)經(jīng)大學(xué)統(tǒng)計(jì)學(xué)院 常晉源教授
時(shí)間：6月26日 8:30-12:00 6月27日 8:30-12:00 6月28日 8:30-12:00
舉辦地點(diǎn)：西南財(cái)經(jīng)大學(xué)光華校區(qū)光華裙樓2303
主辦單位：數(shù)據(jù)科學(xué)與商業(yè)智能聯(lián)合實(shí)驗(yàn)室 統(tǒng)計(jì)學(xué)院 科研處
主講人簡(jiǎn)介：
Xiaofeng Shao received his PhD in Statistics from the University of Chicago in 2006 and has since been a faculty member with the Department of Statistics at the University of Illinois Urbana-Champaign. His current research interests include time series analysis, change-point analysis, functional data analysis, high dimensional data analysis and their applications. He is a fellow of Institute of Mathematical Statistics (IMS) and American Statistical Association (ASA). He currently serves as an associate editor for Journal of Royal Statistical Society, Series B and Journal of Time Series Analysis.
邵曉峰于2006年在芝加哥大學(xué)獲得統(tǒng)計(jì)學(xué)博士學(xué)位，此后一直在伊利諾伊大學(xué)厄巴納-香檳分校統(tǒng)計(jì)系任教。他目前的研究興趣包括時(shí)間序列分析、變點(diǎn)分析、函數(shù)型數(shù)據(jù)分析、高維數(shù)據(jù)分析及其應(yīng)用。他是當(dāng)選的ASA和IMS成員，目前擔(dān)任Journal of Royal Statistical Society, Series B和Journal of Time Series Analysis的副主編。
內(nèi)容簡(jiǎn)介：
In these talks, we aim to provide an introduction of nonlinear dependence metrics and their statistical applications. Emphasis will be placed on distance covariance, energy distance and their variants, including Hilbert-Schmidt Independence Criterion, maximum mean discrepancy, martingale difference divergence, among others. The usefulness of these metrics will be demonstrated in some contemporary problems in statistics, such as dependence testing and variable screening/selection for high-dimensional data, as well as dimension reduction and diagnostic checking for multivariate time series. Some recent work on their applications to the inference of non-Euclidean data will also be discussed. The presentations are based on the research results I have obtained in the past and will cover methodology, theory and practical data examples.
在本系列講座中，我們旨在介紹非線(xiàn)性相依度量及其統(tǒng)計(jì)應(yīng)用，將重點(diǎn)講距離協(xié)方差、能量距離及其變體，包括希爾伯特-施密特獨(dú)立準(zhǔn)則、最大均值差異、鞅差發(fā)散等。這些度量將在統(tǒng)計(jì)學(xué)的一些當(dāng)代問(wèn)題中得到應(yīng)用，如高維數(shù)據(jù)的相依度量和變量篩選/選擇，以及多變量時(shí)間序列的降維和檢測(cè)。此外，還將討論將這些指標(biāo)應(yīng)用于非歐幾里得數(shù)據(jù)推斷的一些最新工作。以上內(nèi)容是基于我過(guò)去取得的研究成果，將涵蓋方法論、理論和實(shí)際數(shù)據(jù)示例。
