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理学院学术讲座通知

【来源:理学院学术讲座通知 | 发布日期:2019-10-25 】

报告题目:Fast computing Tukey depth regions of dimensions of p > 2

摘要:Given data in R^p, a Tukey tau-trimmed region is the set of all points that have at least Tukey depth tau w.r.t. the data. As they are visual, affine equivariant and robust, Tukey regions are useful tools in nonparametric multivariate analysis. While these regions are easily defined and interpreted, their practical use in applications has been impeded so far by the lack of efficient computational procedures in dimension p > 2. We construct two novel algorithms to compute a Tukey tau-trimmed region, a naive one and a more sophisticated one that is much faster than known algorithms. Further, a strict bound on the number of facets of a Tukey region is derived. In a large simulation study the novel fast algorithm is compared with the naive one, which is slower and by construction exact, yielding in every case the same correct results. Finally, the approach is extended to an algorithm that calculates the innermost Tukey region and its barycenter, the Tukey median. Supplementary material is available online.

报告人:刘小惠副教授

报告时间:20191025日下午4:00

报告地点:理学院四楼会议室

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报告人简介

刘小惠,博士,江西财经大学统计学院副教授,数理统计系主任,江西省首批青年井冈学者。江西省自然科学基金杰青基金获得者。主要研究方向:稳健统计、时间序列分析、统计计算、经验似然等。

现已在中国科学数学英文版、数学学报中英文版、Journal of Econometrics

(学界公认的计量经济学顶尖期刊,是教育部认可的12本经济学国际顶级期刊之一)、Journal of Statistical Software(top期刊,2017/2018影响因子22.737)、Journal of Computational and Graphical Statistics、Statistics and Computing等国内外刊物上发表录用相关学术论文30篇。刘教授先后主持国家自然科学基金地区项目、青年项目、面上项目各1项,主持中国博士基金一等资助、特别资助各1项,主持江西省自然基金青年重大、江西省杰出青年基金各项目1项。同时是Journal of American Statistical Association(JASA)等多个国际期刊的审稿人

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