时 间：2024年4月19日 10:45-11:30
地 点：普陀校区理科大楼A1114
报告人：韩东啸 南开大学副教授
主持人：唐炎林 华东师范大学教授
摘 要：
We propose an online inference procedure for high dimensional streaming survival data based on the proportional hazards model. We offer an online Lasso method for regression parameter estimation and establish the non-asymptotic error bounds of the corresponding Lasso estimators for the regression parameter vector. In addition, we study the pointwise and group inference for the regression parameters by utilizing a debiased Lasso method. Extensive simulations are conducted to evaluate the finite sample performance of the proposed method. An application to a colon cancer dataset is provided to demonstrate the practical utility of the proposed methodology.
报告人简介：
韩东啸，南开大学统计与数据科学学院副教授，在Joe，Jbes，biometrics，Scandinavian of Statistics等杂志上发表过多篇文章，主要研究方向为生物统计，高维数据统计推断，机器学习。