厦门大学钟威教授学术报告

发布时间:2022年09月13日 作者:王洪   阅读次数:[]

报告题目:Test of independence between a categorical variable and a random variable/vector

报告人:厦门大学钟威教授

报告时间:2022年9月15日(周四)下午15:00-17:00

报告地点:腾讯会议374-223-595

报告摘要:In this talk, I will introduce two tests of independence between a categorical variable and a random variable/vector: the mean variance test and the semi-distance test. First, I introduce a distribution-free test of independence between a categorical random variable Y and a continuous one X based on mean variance index. The mean variance index can be considered as the weighted average of Cramer-von Mises distances between the conditional distribution functions of X given each class of Y and the unconditional distribution function of X. The mean variance index is zero if and only if X and Y are independent. We propose a new mean variance test based on the mean variance index between X and Y. Second, I introduce a new measure of dependence between a categorical random variable and an arbitrary-dimensional continuous random vector, named semi-distance correlation. Our dependence measure equals zero if and only if they are independent, and takes values between zero and one after standardization, just like a correlation coefficient. Two important applications of semi-distance correlation are considered: the test of independence between a categorical random variable and an arbitrary-dimensional continuous random vector and a groupwise feature screening procedure for classification problems. .

报告人简介:钟威,现任厦门大学王亚南经济研究院、经济学院统计学与数据科学系教授,系主任,博士生导师。2012年获得美国宾夕法尼亚州立大学统计学博士学位,2014年和2017年分别破格晋升副教授和教授,2018年入选厦门大学“南强青年拔尖人才”(A类),国家自然科学基金优秀青年基金获得者(2019),福建省杰出青年基金获得者(2019)。主要从事高维数据统计分析、统计学习算法、计量经济学等研究,在Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Econometrics, Journal of Business & Economic Statistics, Biometrics, Annals of Applied Statistics, Statistica Sinica,《中国科学数学》,《数学学报》等国内外统计学权威期刊发表(含接收)30余篇论文。2016年获得厦门大学第五届英语教学比赛一等奖,2020年获得厦门大学第十五届青年教师技能比赛特等奖,2021年获得厦门大学教学创新大赛一等奖,2021年获得福建省“向上向善好青年”称号,2022年获得教育部霍英东高等院校“青年科学奖”二等奖。



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