题 目：From Shanghai to Beijing: From AQI to AQI

时 间：2016年1月6日（周三）9:30开始

地 点：6号楼415教室

主讲人：朱利平教授

主办单位：数学与统计学院

Abastract：We introduce an adaptive quantile index to measure and test the departure from the globally adaptive quantile independence. The adaptive quantile index is affine invariant and can be used to test both quantile independence and independence. We show that the adaptive quantile index is nonnegative and equals zero if and only if the globally adaptive quantile independence holds true. Its sample estimate is root-n-consistent if the adaptive quantile index is positive and n-consistent otherwise. Thus the adaptive quantile index leads to a consistent test of quantile independence. In addition, its asymptotic distribution is free of parent distribution, which facilitates to decide a critical value for the test of quantile independence. When the adaptive quantile index is used to perform feature screening for ultrahigh dimensional data, it has the desirable sure screening property. We further demonstrate the usefulness of the adaptive quantile index through an analysis of the air quality index daily reported by Ministry of Environmental Protection of China.

主讲人简介

朱利平，2006年于华东师范大学取得博士学位，先后在香港大学、香港浸会大学、美国波士顿大学、美国宾州州立大学交流访问，现任中国人民大学统计与大数据研究院教授，博士生导师。朱利平教授一直从事统计理论、方法与应用研究，研究兴趣涉及半参数建模、高维数据分析、充分降维以及变量选择等领域。先后入选上海市选拔培养高校优秀青年教师计划、上海市“晨光计划”、上海市“浦江人才计划”、教育部“新世纪优秀人才计划”、中组部“青年拔尖人才计划”等。主持国家自然科学基金委员会优秀青年基金项目1项、国家自然科学基金4项、国家社会科学基金项目1项。在统计学国际重要学术期刊上发表论文近60篇，其中十余篇论文发表在国际统计学科四大顶级学术期刊Journal of the American Statistical Association、The Annals of Statistics、Journal of the Royal Statistical Society B、Biometrika上。目前担任统计学顶级国际期刊The Annals of Statistics副主编和统计学一流国际期刊Statistica Sinica副主编。

欢迎全校师生前来参加。