统计学系系列讲座之253期

时间：2017年2月27日（星期一）上午10:00—11:00

地点：史带楼302室

主持人：张新生教授复旦大学管理学院统计学系

主题：Adaptive Prediction in Additive Models

主讲人：Professor Cun-Hui Zhang（张存惠）

Department of Statistics and Biostatistics, Rutgers University.

报告人简介：张存惠教授是Rutgers University统计和生物统计系的Distinguished Professor，他是IMS和ASA的Fellow。其主要研究方向为：高维数据 (High dimensional data)、经验Bayes (Empirical Bayes)、半参数与非参数方法（Semiparametric and Nonparametric Methods）、生存分析（Survival Analysis）、网络数据（Network Data）等。

摘要：We consider penalized estimation in additive models with a large number of mixed components including univariate linear effects, group effects and nonparametric effects of one or several variables. A prediction error bound, derived under a restricted eigenvalue or compatibility condition, provides rate optimality for the penalized estimator in various settings. In nonparametric additive models, the prediction error bound yields existing and new results under different smoothness and sparsity conditions. An adaptive estimator is constructed to unify these and some non-convex rate optimal methods. This is joint work with Zhiqiang Tan.

统计学系

2017-2-24