统计与管理学院2016年学术报告第32期

【主  题】Interaction screening and selection in high dimensions

【报告人】 李道纪 博士

University of Central Florida

【时  间】 2016年6月21日（星期二）16:00－17:00

【地  点】 上海财经大学统计与管理学院大楼1208室

【摘  要】Understanding how features interact with each other is of paramount importance in many scientific discoveries and contemporary applications. Yet interaction identification becomes challenging even for a moderate number of covariates. In this talk, I will first talk about recent advances in interaction screening and selection for high-dimensional data. Then I will introduce a new method for interaction screening and its application to high-dimensional classification. Our approach screens important interactions by examining only p features instead of all two-way interactions of order O(p^2). Extensive simulation studies and real data analysis show that our proposal compares favorably with existing methods in interaction selection and high-dimensional classification. This talk is based on my joint work with Yingying Fan, Yinfei Kong, Jinchi Lv and Zemin Zheng.

【邀请人】 周勇