當前位置:首頁 > 學術交流 打印頁面】【關閉
              9月17日山東大學林路教授來我院線上講座預告
              ( 來源:   發布日期:2020-09-14 閱讀:次)

              講座主題:Unified Rules of Renewable Weighted Sums for Various Online Updating Estimations

              主講人: 林路教授 山東大學

              講座時間:2020917 16:00-18:00

              參與方式:點擊鏈接入會,或添加至會議列表:https://meeting.tencent.com/s/Ey6Wsa9WXsBR

              會議 ID579 587 369

              會議直播: https://meeting.tencent.com/l/91lUnizS7Cbm

              主講人簡介:

              林路是山東大學金融研究院教授、博士生導師;在南開大學獲得博士學位后,先在南開大學任教,然后到山東大學任教至今;從事大數據、高維統計、非參數和半參數統計以及金融統計等方的研究,在國際統計學、機器學習和相關應用學科頂級期刊(包括Annals of Statistics, Journal of Machine Learning Research,PLoS computational biology)和其它重要期刊發表研究論文110余篇;主持過多項國家自然科學基金課題、博士點專項基金課題、山東省自然科學基金重點項目等;獲得國家統計局頒發的統計科技進步一等和二等獎(排名第一),山東省優秀教學成果一等獎(排名第一);是教育部應用統計專業碩士教育指導委員會成員,山東省政府參事。

              講座摘要:

              We establish unified frameworks of renewable weighted sums (RWS) for various online updating estimations in the models with streaming data sets. The newly defined RWS lays the foundation ofonline updating likelihood, online updating loss function, online updating estimatingequation and so on. The idea of RWS is intuitive and heuristic, and the algorithm is computationally simple. This paper chooses nonparametric model as an exemplary setting. The RWS applies to various typesof nonparametric estimators, which include but are not limited to nonparametric likelihood, quasi-likelihood and least squares. Furthermore, the method and the theory can be extended into the models with both parameter and nonparametric function. The estimation consistency andasymptotic normality of the proposed renewable estimator are established, and the oracle property is obtained. Moreover, these properties are always satisfied, without any constraint on the number of data batches, which means that the new method is adaptive to the situation wherestreaming data sets arrive perpetually. The behavior of the method is further illustrated by various numericalexamples from simulation experiments and real data analysis.

               






              上一條: 9月1日 上海交通大學劉衛東教授來我院線上講座預告 2020-09-14
              下一條: 9月18日北京師范大學邱東教授來我院講座預告 2020-09-14
              湖北快3开奖