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A Tensor Estimation Approach to Multivariate Additive Models
时间:2018年11月06日 08:14 点击数:

报告人:刘旭

报告地点:数学与统计学院415报告厅

报告时间:2018年11月06日星期二09:30-10:30

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报告摘要:

We consider parsimonious modeling of high-dimensional multivariate additive models (MAM) using regression splines, with or without sparsity assumptions. The approach is based on treating the coefficients as a third-order tensor and a Tucker decomposition is used to reduce the number of parameters in the tensor. The method can avoid the statistical inefficiency caused by estimating a large number of nonparametric functions. We establish the convergence rate of the proposed estimator. Numerical examples are presented to demonstrate the advantages of the proposed novel approach.

主讲人简介:

2011年博士毕业与云南大学,现在为上海财经大学统计与管理学院助理教授。研究兴趣为高维数据和基因数据分析,以及非参半参数统计建模。

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