报告题目:

Conditional Quantile Screening in Ultrahigh-Dimensional Heterogeneous Data

摘要:To accommodate the heterogeneity that is often present in ultrahigh-dimensional data, we propose a conditional quantile screening method, which enables us to select features that contribute to the conditional quantile of the response given covariates. Moreover, it can naturally handle censored data by incorporating a weighting scheme through redistribution of the mass to the right, is invariant to monotone transformation of the response, and imposes substantially weaker conditions than do alternative methods. We establish sure independent screening properties for both the complete and censored response cases, conduct simulations to evaluate the finite sample performance of the methods, and compare them with existing approaches.

报 告 人：吴远山，副教授,武汉大学

报告时间：2015年11月13日（星期五）下午2:30-3:30

报告地点：瘦西湖校区38号楼学术报告厅

主办单位：数学科学学院