題 目：From Shanghai to Beijing: From AQI to AQI
時 間：2016年1月6日（周三）9:30開始
地 點：6號樓415教室
主講人：朱利平教授
主辦單位：數(shù)學(xué)與統(tǒng)計學(xué)院
Abastract：We introduce an adaptive quantile index to measure and test the departure from the globally adaptive quantile independence. The adaptive quantile index is affine invariant and can be used to test both quantile independence and independence. We show that the adaptive quantile index is nonnegative and equals zero if and only if the globally adaptive quantile independence holds true. Its sample estimate is root-n-consistent if the adaptive quantile index is positive and n-consistent otherwise. Thus the adaptive quantile index leads to a consistent test of quantile independence. In addition, its asymptotic distribution is free of parent distribution, which facilitates to decide a critical value for the test of quantile independence. When the adaptive quantile index is used to perform feature screening for ultrahigh dimensional data, it has the desirable sure screening property. We further demonstrate the usefulness of the adaptive quantile index through an analysis of the air quality index daily reported by Ministry of Environmental Protection of China.
主講人簡介
朱利平,，2006年于華東師范大學(xué)取得博士學(xué)位，先后在香港大學(xué),、香港浸會大學(xué),、美國波士頓大學(xué)、美國賓州州立大學(xué)交流訪問,，現(xiàn)任中國人民大學(xué)統(tǒng)計與大數(shù)據(jù)研究院教授,，博士生導(dǎo)師。朱利平教授一直從事統(tǒng)計理論,、方法與應(yīng)用研究,，研究興趣涉及半?yún)?shù)建模、高維數(shù)據(jù)分析,、充分降維以及變量選擇等領(lǐng)域,。先后入選上海市選拔培養(yǎng)高校優(yōu)秀青年教師計劃,、上海市“晨光計劃”,、上海市“浦江人才計劃”、教育部“新世紀(jì)優(yōu)秀人才計劃”,、中組部“青年拔尖人才計劃”等,。主持國家自然科學(xué)基金委員會優(yōu)秀青年基金項目1項、國家自然科學(xué)基金4項,、國家社會科學(xué)基金項目1項,。在統(tǒng)計學(xué)國際重要學(xué)術(shù)期刊上發(fā)表論文近60篇，其中十余篇論文發(fā)表在國際統(tǒng)計學(xué)科四大頂級學(xué)術(shù)期刊Journal of the American Statistical Association,、The Annals of Statistics,、Journal of the Royal Statistical Society B、Biometrika上。目前擔(dān)任統(tǒng)計學(xué)頂級國際期刊The Annals of Statistics副主編和統(tǒng)計學(xué)一流國際期刊Statistica Sinica副主編,。
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