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Dimension Reduction and for Fréchet Regression
时间:2022年12月19日 16:15 点击数:

报告人:Lingzhou Xue

报告地点:腾讯会议ID:973-650-604

报告时间:2022年12月21日星期三10:30-11:30

邀请人:刘秉辉

报告摘要:

With the rapid development of data collection techniques, complex data objects that are not in the Euclidean space are frequently encountered in new statistical applications. Fréchet regression model (Peterson & Müller 2019) provides a promising framework for regression analysis with metric space-valued responses. In this paper, we introduce a flexible sufficient dimension reduction (SDR) method for Fréchet regression to achieve two purposes: to mitigate the curse of dimensionality caused by high-dimensional predictors, and to provide a tool for data visualization for Fréchet regression. Our approach is flexible enough to turn any existing SDR method for Euclidean (X,Y) into one for Euclidean X and metric space-valued Y. The basic idea is to first map the metric-space valued random object Y to a real-valued random variable f(Y) using a class of functions, and then perform classical SDR to the transformed data. If the class of functions is sufficiently rich, then we are guaranteed to uncover the Fréchet SDR space. We showed that such a class, which we call an ensemble, can be generated by a universal kernel. We established the consistency and asymptotic convergence rate of the proposed methods. The finite-sample performance of the proposed methods is illustrated through simulation studies for several commonly encountered metric spaces that include Wasserstein space, the space of symmetric positive definite matrices, and the sphere. We illustrated the data visualization aspect of our method by exploring the human mortality distribution data across countries and by studying the distribution of hematoma density.

主讲人简介:

Lingzhou Xue is currently an Associate Professor of Statistics and Associate Director of the National Institute of Statistical Sciences. He received a B.Sc. in Statistics from Peking University in 2008 and a Ph.D. in Statistics from the University of Minnesota in 2012. He was a postdoctoral research associate at Princeton University from 2012-2013. He received the Bernoulli Society New Researcher Award and International Consortium of Chinese Mathematicians Best Paper Award in 2019. He was selected as a member of the inaugural COPSS Leadership Academy in 2021. His research interests include high-dimensional statistics, statistical machine learning, optimization, econometrics, and statistical applications in biological science, business analytics, environmental science, and social science. His research has been supported by the National Science Foundation (NSF), National Institutes of Health (NIH), and Health Effects Institute (HEI).

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