主 题：Model and Feature Selection in A Class of Semiparametric Models
主讲人：Prof. Wenyang Zhang
主持人：林华珍教授
时 间：2015年12月4日下午2：00-3：00
地 点：颐德楼多媒体教室H414
主办单位：统计研究中心 统计学院 科研处
主讲人简介：
Wenyang Zhang，The University of York教授，目前是Associate Editor of Journal of the American Statistical Association 以及 Fellow of the Royal Statistical Society.和Member of the American Statistical Association.在JASA、JRSS（B）Biometrika、The Annals of Statistics、JOE等顶级期刊发表文章14篇
内容提要：
Model selection is an old song in statistics. With the surge of high dimensionality in recent years, people start to play it with a new tune ---- the penalised likelihood method.In this talk, I am going to investigate a class of semiparametric models where the number of potential explanatory variables grows much fast than the sample size.I am going present a new penalised likelihood procedure which selects the important features and identifies the correct model simultaneously.I will explore the effectiveness of the penalty part in the proposed procedure, and present a new way to put penalty. Asymptotic properties will be presented to justify the proposed methodology.I will also show the performance of the proposed procedure when sample size is finite by simulation studies. Finally, I will illustrate the application of the proposed method by a real data example.
