Strong Independence Screening for Ultra-high Dimensional censored Data
报 告 人:: 王学钦
报告地点:: 数学与统计学院四楼报告厅
报告时间:: 2017年12月21日星期四11:00-11:45
报告简介:

Ranking by marginal utility provides an efficient way to reduce the data from ultra-high dimension to portable size. In order to handle the complex big data in great variability, the statistic that can measure the nonlinear relationship between response and marginal predictor were extensively discussed recently. Comparing to ordinary regression analysis, it is more challenging when the response is the survival time with possible censoring in biological discovery or precision medicine. In this talk, we first introduce a dependence notation called Survival Ball covariance which can measure the dependency between survival time and covariates. We show that Survival Ball covariance is zero if and only if survival time and covariates are independent. We further propose a rank-based statistic, which is consistent to Survival Ball covariance. Using this statistic as the marginal utility, we present a strong independence screening procedure with the property of strong screening consistency, that is, the screening set converges to the active set with probability one. Its performance in finite sample size is evaluated via simulations and illustrated by the analysis of one real data.

举办单位:数学与统计学院
发 布 人:科研助理 发布时间: 2017-12-13
主讲人简介:
王学钦,中山大学数学学院和中山医学院双聘教授,博士生导师,中山大学统计学科带头人,中山大学华南统计科学研究中心执行主任,国家优秀青年基金获得者,教育部新世纪人才,教育部统计专业教指委委员。研究领域为非参多元统计学、统计学习、和精准医学。