讲座题目：Simultaneous Estimation and Variable Selection for Event History Studies

主 讲 人：中南财经政法大学赵慧教授

讲座时间：2019年1月3日（周四）9:30-10:30

讲座地点： 6号学院楼402会议室

主办单位：数据科学学院

摘    要：

Recurrent event data occur in many areas such as medical studies and social sciences and two follow-up schemes are usually used. One is to follow all study subjects continuously and in consequence,complete data are observed for the underlying recurrent event process.  The other is to observe all study subjects only at discrete time points and thus only incomplete data, which are often referred to as panel count data, are available for inference. 

A great deal of literature has been established for the analysis of recurrent event data.

However, only limited research exists on the variable selection for such data. This paper discusses simultaneous parameter estimation and variable selection and presents a new method with a new penalty function, which will be referred to as the broken adaptive ridge regression approach. In addition to the establishment of the oracle property, we also show that the proposed method has the clustering or grouping effect when covariates are highly correlated. Furthermore, the numerical study is performed and indicates that the method works well for practical situations and can outperform the existing methods. Applications are also provided.

主讲人简介：

赵慧，教授，博士生导师。2005年于北京大学数学科学学院获得博士学位，之后分别在中科院数学与系统科学研究院和美国密苏里大学哥伦比亚校区进行博士后研究。担任中国现场统计研究会理事，湖北省现场统计学会常务理事，中国现场统计学会多个分会理事，美国《数学评论》评论员。在重要学术期刊发表论文40余篇，其中多篇发表在Journal of the American Statistical Association, Biometrics, Scandinavian Journal of Statistics, Computational Statistics and Data Analysis, Statistics in Medicine, Journal of Multivariate Analysis, Canadian Journal of Statistics 等期刊。主持国家自科基金面上项目、青年基金项目、中国博士后科学基金项目、中央高校基本科研项目等多个项目。

 

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