應(yīng)yl7703永利官網(wǎng)李周平副教授邀請，武漢大學(xué)yl7703永利官網(wǎng)劉妍巖教授將于2017年10月13日至15日訪問我校并作學(xué)術(shù)報告。
報告題目：A Constructive Approach to High-Dimensional Linear Regression
時 間：10月14日（星期六）下午3:00
地 點：齊云樓911報告廳.
摘 要：We develop a constructive approach to estimate sparse and approximately sparse linear regression models in high-dimensions. The proposed approach is a computational algorithm that generates a sequence of solutions iteratively, based on support detection using primal and dual information and root finding according to a modified KKT condition for the L_0-penalized least squares criterion. We refer to the proposed algorithm as SDAR for brevity. Under certain different regularity conditions on the design matrix and sparsity assumption on the regression coefficients, we show that with high probability, the estimation errors decay exponentially to the minimax error bound and to the optimal error bound in more than O(\sqrt{K}log(R)) and O(log(R)) steps respectively, where K is the sparsity level, R is the relative magnitude of the nonzero target coefficients. Computational complexity analysis shows that the cost of SDAR is O(np) in each step. Moreover the oracle estimator can be exactly recovered with high probability at the same cost if we know K. We also consider ASDAR, an adaptive version of SDAR to make it more practical in applications. Numerical comparisons with Lasso and MCP and greedy methods indicate that ASDAR is competitive with or outperforms them both in accuracy and efficiency.
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劉妍巖教授簡介
劉妍巖教授現(xiàn)任武漢大學(xué)yl7703永利官網(wǎng)教授（博士生導(dǎo)師），于2001年獲得武漢大學(xué)理學(xué)博士學(xué)位。主要研究方向為生存分析、半?yún)?shù)統(tǒng)計推斷、高維數(shù)據(jù)統(tǒng)計分析等。主持完成國家自然科學(xué)基金面上項目2項、青年基金項目1項，正在主持國家自然科學(xué)基金面上項目1項，參加完成的項目“風(fēng)險模型中的統(tǒng)計方法及相關(guān)理論與應(yīng)用”獲2013年湖北省自然科學(xué)獎三等獎（排名第一）。在相關(guān)研究領(lǐng)域發(fā)表SCI研究論文40余篇。目前擔(dān)任中國現(xiàn)場統(tǒng)計學(xué)會第九屆理事會理事、中國教育統(tǒng)計協(xié)會常務(wù)理事、中國數(shù)學(xué)會女?dāng)?shù)學(xué)家及西部數(shù)學(xué)發(fā)展工作委員會委員。
應(yīng)用數(shù)學(xué)與復(fù)雜系統(tǒng)重點實驗室
yl7703永利官網(wǎng)
大數(shù)據(jù)科學(xué)研究中心
萃英學(xué)院
二〇一七年十月十日
