Southwest Jiaotong University School of Mathematics


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6月29日创源报告2:Testing Multiple Hypothesis in Big Data Analysis (大数据分析中的多元假设实验)

ag网站亚游登录:   作者:潘小东     日期:2015-06-24 00:00:00   点击数:  

报告题目 Testing Multiple Hypothesis in Big Data Analysis (大数据分析中的多元假设实验)

报告人: Dr. Zhigen Zhao


When testing one single hypothesis, it is given in every introduction statistics textbook that one should reject the null hypothesis if the p-value is less than or equal to alpha, a designated level reflecting one's willingness of tolerating the type I error. In modern application, it is a common practice for a scientist to test thousands, or even millions of hypothesis simultaneously. Can we still use the simple rule stated earlier?

In this talk, I will present the issue of the multiplicity when testing multiple hypothesis and the recent development on this area in the last two decades. I will also discuss my recent work on the construction of the optimal multiple testing procedures using the decision empirical Bayes approach. I will highlight a few applications with big data, arising from studies such as the genetics and social science.

时间:2015629日上午 10:15--11:15


主讲人简介:Dr. Zhigen Zhao is an assistant professor at Department of Statistics, Temple University (USA). He got his Ph.D. in mathematics from Cornell University in 2009.



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