Southwest Jiaotong University School of Mathematics


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“创源”大讲堂学术讲座--Li, Bing教授

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讲座题目Variable selection via additive conditional independence 

报告人:    Li, Bing教授,宾州州立大学统计系

主持人:    殷向荣教授
讲座时间:  2014年6月27日上午11:00

讲座地点:  犀浦校区二号教学楼X2511

内容简介: We propose a variable selection method for regression with high-dimensional predictors,  which does not rely on any   regression model or predictor distribution. More importantly, unlike many existing variable selection methods, which target the mean of the response alone, the proposed method targets a set of attributes of the response, such as its mean, its variance, or its entire distribution. The proposed variable selector is based on a new statistical relation, called additive conditional independence, that was introduced recently for graphical models (Li, Chun, and Zhao, 2013). We establish the estimation consistency and convergence rate, as well as variable-selection consistency of the proposed method. Through simulation comparisons we demonstrate that our method performs better than several existing methods when the predictor affects several attributes (such as mean and variance) of the response, and  performs competently in the classical setting where the predictors affects the mean alone. We apply the new method to a data set concerning how genetic traits affect the weights of female mice.



      LiBing,宾州州立大学统计系教授,博士毕业于美国芝加哥大学,现任国际统计杂志Annuals of Statistics, Journal of Statistical Planning and Inference和Statistica Sinica副主编。在Ann. Statist.、JASA、Biometrika、Statist. Sinica、Canad. J. Statist.、Scandinavian Journal of Statistics, JSPI等国外顶尖期刊发表学术论文五十余篇。完成美国国家自然科学基金项目七项,现主持一项。



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