统计学系系列讲座之233期
时间：2016年9月21日（星期三）上午10:00-11:00
地点：史带楼502室
主持人：徐勤丰 副教授 复旦大学管理学院统计学系
主题：Distribution-free test of a sparse submatrix
主讲人：刘宇潮
Ph. D. candidate, Department of Mathematics, University of California, San Diego
摘要：We consider the problem of detecting the presence of a submatrix with largerthan-usual values in a large data matrix. This problem was considered in the existing literature under a one-parameter exponential family, and one of the test they analyzed is the 'scan test'. Taking a nonparametric stance, we show that a calibration by permutation leads to the same (first-order) asymptotic performance. This is true for the two types of permutations we consider. We also study the corresponding rank-based variants and precisely quantify the loss in asymptotic power.
This is a joint work with Dr Ery Arias-Castro at UCSD mathematics department.
主讲人简介：刘宇潮是我系2007级本科生、2011级硕士研究生。2013年赴美国加州大学圣地亚哥分校数学系攻读博士学位。
统计学系
2016-9-14
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