講座題目：Statistical Inference for High-dimensional Data
主 講 人：張新生
時 間：11月24日（周五）下午2:30
地 點：燕山校區四號教學樓六層法學院報告廳
主講簡介：
張新生，復旦大學管理學院統計系主任，教授，博士生導師。張新生教授博士畢業于北京師范大學，師從中國概率論研究的先驅王梓坤院士。張新生教授主要從事過程統計、MCMC與Bayes統計分析、隨機序與風險管理以及高維統計等方面的研究，在國內外概率統計權威期刊發表50余篇論文，主持多項國家自然科學基金，并擔任上海市數學會常務理事。
報告摘要：
In the last decades, high-dimensional data analysis has been an active area. Methodology for the analysis of high-dimensional data is one of the most important research topics in statistics. For high-dimensional data, the number of explanatory variables is much larger than the sample size. The conventional methods of statistical inference are no longervalid. In this talk I will briefly review recent development on the statistical methodology and theory for the analysis of high-dimensional data. I will also introduce our recentresults on the comparison of Kendall's tau matrix from two independent populations under the high-dimensional setting.
統計學院
2017年11月22日
