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(xué)陳家驊教授
時(shí) 間：2018年10月22日（周一）13：30-14：30
地 點(diǎn)：6號(hào)學(xué)院樓415教室
主辦單位：數(shù)據(jù)科學(xué)學(xué)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(jiǎn)介：
陳家驊教授，加拿大英屬哥倫比亞大學(xué)國(guó)家一級(jí)科研講座教授，國(guó)際著名統(tǒng)計(jì)學(xué)家。曾任泛華統(tǒng)計(jì)學(xué)會(huì)主席、加拿大統(tǒng)計(jì)學(xué)雜志主編等職務(wù)。 陳家驊教授研究興趣廣泛，在混合模型、試驗(yàn)設(shè)計(jì)、經(jīng)驗(yàn)似然、大樣本理論和變量選擇等研究領(lǐng)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(guó)際頂尖統(tǒng)計(jì)雜志上發(fā)表了學(xué)術(shù)論文100余篇。曾獲得加拿大統(tǒng)計(jì)學(xué)會(huì)金獎(jiǎng)、泛華統(tǒng)計(jì)學(xué)會(huì)杰出成就獎(jiǎng)等榮譽(yù)。
歡迎感興趣的師生積極參加！
