講座題目：Test for the order of finite mixture models

主 講 人：加拿大不列顛哥倫比亞大學陳家驊教授

時 間：2018年10月22日（周一）13：30-14：30

地 點：6號學院樓415教室

主辦單位：數(shù)據(jù)科學學院

摘 要：

The problem of testing for the order of finite mixture models has a long history and remains a hot research topic for a foreseeable future. Since Ghosh (1985) pointed out the undesirable asymptotic properties of the likelihood ratio test in this context, there have been marked progresses toward addressing this challenging problem. The seemingly neat and well-defined problem is challenging numerically, mathematically and statistically. The most proud development of my research team have been the modified likelihood ratio test and the EM-test. The idea of EM-test has been extensively explored for independent and identically distributed observations, for datahidden Markov model, and for dataregression mixtures. It possesses neat solutions to finite mixture of univariate normal distributions and several other mixtures. At the same time, it seems to be less powerful when handling mixtures of general multi-parameter distributions. In this talk, we present our recent work on finite mixture of distributionslocation-scale families. We show that the EM-test has manageable limiting distributions in general, and neat chi-square limiting distributions for some important examples.

主講人簡介：

陳家驊教授,，加拿大英屬哥倫比亞大學國家一級科研講座教授，國際著名統(tǒng)計學家,。曾任泛華統(tǒng)計學會主席,、加拿大統(tǒng)計學雜志主編等職務。 陳家驊教授研究興趣廣泛,，在混合模型,、試驗設計、經(jīng)驗似然,、大樣本理論和變量選擇等研究領域有突出的科研成果,，在Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of the Royal Statistical Society (series B) 等國際頂尖統(tǒng)計雜志上發(fā)表了學術論文100余篇。曾獲得加拿大統(tǒng)計學會金獎,、泛華統(tǒng)計學會杰出成就獎等榮譽,。

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