Multiple threshold detection and subgroup identification-厦门大学经济学院统计学与数据科学系

Multiple threshold detection and subgroup identification

主讲人:金百锁
主讲人简介:

金百锁,中国科学技术大学统计与金融系教授。研究方向为空间计量、高维变结构模型、大维随机矩阵。在PNAS、The Annals of Statistics、Biometrika、Journal of Econometrics、Annals of Applied Probability等国内外重要期刊上发表60多篇论文。主持多项国家自然科学基金面上项目、青年项目和安徽省自然科学基金杰青项目等。现担任中国现场统计研究会旅游大数据分会副理事长,中国现场统计研究会教育统计与管理分会秘书长,《系统科学与复杂性英文版》编委等。

主持人:许杏柏
简介:

We propose an improved algorithm based on parameter estimation of negative binomial distribution. By combining the MM algorithm with non-convex penalty group coordinate descent, we simplify the iterative steps for estimating the mean and dispersion parameters, and provide a continuous path solution for the parameters. Subsequently, we extend the method to the negative binomial multi-threshold model. Using the two-stage method, we transform the multi-threshold problem into a variable selection problem and conduct multi-threshold detection using the improved algorithm. We also focus on the multi-threshold change-plane subgroup model by the two-stage method. Additionally, we provide consistency of the number of thresholds and upper bounds for parameter estimation.

时间:2024-04-24 (Wednesday) 16:40-18:00
地点:Room N302, Economics Building
主办单位:厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院
承办单位:
类型:系列讲座
专题网站:
联系人信息:许老师,电话:0592-2182991,邮箱:ysxu@xmu.edu.cn

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