题目：Robust post inference of high dimensional linear models

报告人：林媛媛 (香港中文大学)

时间：2019.10.28(周一)上午9:00

地点：紫金港校区管理学院行政楼14楼1417报告厅

摘要：

Robust inference is of key importance to large scale inference.  Under the high dimensional linear regression with an intercept term, we propose a robust post-selection inference method based on the Huber loss  for the regression parameters,  when the error distribution is heavy-tailed and asymmetric  that is common in various scientific fields.

The asymptotic properties of the resulting estimator are established under mild conditions. Statistical tests for low-dimensional parameters or individual coefficient in the high dimensional linear model are also studied. Simulation studies demonstrate desirable properties of the proposed method. An application to a genomic dataset about riboflavin  production rate is provided.

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联系人：蒋杭进（jianghj@zju.edu.cn）

                   浙江大学数据科学研究中心 

报告人简介：

林媛媛博士毕业于香港科技大学数学系，现为香港中文大学统计系助理教授. 她的主要研究方向为高维数据分析，生存分析等，目前已经在JASA, Biometrika，Statistica Sinica等国际知名期刊上发表论文17篇。