统计与数据科学系系列学术报告之四百七十八期

时    间: 2025年7月16日(周三)10:00-11:00

主持人:复旦大学 管理学院 统计与数据科学系 郁文 教授

地    点:史带楼301室

报  告 人:Prof. Zhezhen Jin

Department of Biostatistics

Mailman School of Public Health

Columbia University

金哲振教授 哥伦比亚大学

题   目: Challenge in the analysis of large scale data

摘   要:Analysis of large-scale data is challenging due to data storage and computational complexity. When analyzing large-scale data, subsampling methods and divide-and-conquer procedures are appealing, because they ease the computational burden, while preserving the validity of inferences. In this talk, several challenges and issues will be reviewed and a perturbation subsampling approach will be presented based on independent and identically distributed stochastic weights for analyzing large-scale data. The method can be justified based on optimizing convex objective functions by establishing the asymptotic consistency and normality of the resulting estimators. The method simultaneously provides consistent point and variance estimators. We demonstrate the finite-sample performance of the proposed method using simulation studies and a real-data analysis.

个人简介:Professor Zhezhen Jin is a professor in Department of Biostatistics at Mailman School of Public Health, Columbia University. He is ASA Fellow, IMS Fellow, and the President of ICSA in 2022. He has long been engaged in research on statistical and biostatistical methodologies and has served as associate editor for several top-tier statistical journals, including JASA.

统计与数据科学系

2025-7-10

 

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