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【校庆70周年学术系列讲座】 城市规模与拥挤成本——基于土地价格的估计
时间:2018年10月09日    点击次数:

 

中央财经大学统计与数学学院双周学术报告会(十九)

 

时间:20181010(星期三)1430-1530

 

地点:学院南路校区,学术会堂606

 

报告题目:Model Confidence Bounds for Variable Selection

 

报告人:李扬教授,中国人民大学统计与数学学院

 

报告摘要:In this article, we introduce the concept of model confidence bounds (MCBs) for variable selection in the context of nested models. Similarly to the endpoints in the familiar confidence interval for parameter estimation, the MCBs identify two nested models (upper and lower confidence bound models) containing the true model at a given level of confidence. Instead of trusting a single selected model obtained from a given model selection method, the MCBs proposes a group of nested models as candidates and the MCBs’ width and composition enable the practitioner to assess the overall model selection uncertainty. A new graphical tool — the model uncertainty curve (MUC) — is introduced to visualize the variability of model selection and to compare different model selection procedures. The MCBs methodology is implemented by a fast bootstrap algorithm that is shown to yield the correct asymptotic coverage under rather general conditions. Our Monte Carlo simulations and a real data example confirm the validity and illustrate the advantages of the proposed method.

 

 

报告人简介:李扬,中国人民大学统计学院教授、博士生导师,统计咨询研究中心主任,国际统计学会推选会员、国际生物统计学会中国分会青年理事委员、北京生物医学统计与数据管理研究会副秘书长。主要从事相关型数据分析, 模型选择与不确定性评价, 潜变量建模, 稳健统计, 临床试验设计等领域研究,承担国家重点研发计划精准医学研究重点专项子课题、国家自然科学基金面上项目等科研项目二十余项,发表BiometricsStatistics in MedicineStatistical Methods in Medical Research、统计研究、数理统计与管理等国内外期刊研究论文五十余篇。

 

本次活动受中央财经大学2018专题学术讲座项目资助。

中央财经大学校庆70周年学术系列讲座 

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