时间:2017年9月27(星期三)14:00-16:00
地点:学院南路校区,学术会堂603
报告一题目:随机游动轨道中的分枝结构及其应用
报告人:yl7703永利官网、张美娟博士
摘要:对于非时齐随机游动,以及随机环境中的随机游动,原来研究经典随机游动的一些分析的方法不再适用。内蕴分枝结构是研究随机游动极限性质的一个基础性的有力工具。报告揭示紧邻随机游动,跳幅有界随机游动,带形上随机游动的内蕴分枝结构,并借助内蕴分枝结构,给出带形上随机游动的极限定理。
报告二题目:Multi-step method in High-dimensional Data
报告人:yl7703永利官网、杨玥含博士
摘要:We propose a multi-step method in high-dimensional sparse linear regression model. This method selects the variables by iterations to ameliorate the bias problem induced by the L1 penalty. High precision estimator is obtained by this method. We study the situation where the general one step method needs more strict assumptions to select the true model, and compare the estimation and model selection precision with them. Both theoretical results and simulations demonstrate the effectiveness of our procedure.