统计学相关讲座

Gaussian Graphical Model Estimation with False Discovery Rate Control个人简介

被阅览数：次  发布时间:2014/04/23 16:17:01

主讲人： 刘卫东教授
主讲人简介： 上海交通大学
简介：
This paper studies the estimation of high dimensional Gaussian graphical model(GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the precise relationship between the regularized parameter and the number of false edges in GGM estimation is unclear. In this paper, we propose an alternative method by a multiple testing procedure. Based on our new test statistics for conditional dependence, we propose a simultaneous testing procedure for conditional dependence in GGM. Our method can control the false discovery rate (FDR) asymptotically. The numerical performance of the proposed method shows that our method works quite well.
时间： 2014年3月24日（周一）下午16:30-17:30
地点： 经济楼N座302室
期数： 厦门大学统计学高级系列讲座
主办单位： 厦门大学经济学院、厦门大学王亚南经济研究院
类型： 系列讲座

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