應yl7703永利官網(wǎng)李周平教授邀請，華東師范大學統(tǒng)計學院劉玉坤教授將于2023年3月29日下午進行線上學術報告，歡迎全校師生參加。

報告題目：Biased-sample empirical likelihood weighting for missing data problems: an alternative to inverse probability weighting

時 間：3月29日（星期三）13:00

地 點：騰訊會議（會議 ID：481-290-618）

報告摘要：Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable if some probabilities are very close to zero. To overcome this problem, at least three remedies have been developed in the literature: stabilizing, thresholding, and trimming. However the final estimators are still IPW type estimators, and inevitably inherit certain weaknesses of the naive IPW estimator: they may still be unstable or biased. We propose a biased-sample empirical likelihood weighting (ELW) method to serve the same general purpose as IPW, while completely overcoming the instability of IPW-type estimators by circumventing the use of inverse probabilities. The ELW weights are always well defined and easy to implement. We show theoretically that the ELW estimator is asymptotically normal and more efficient than the IPW estimator and its stabilized version for missing data problems and unequal probability sampling without replacement. Its asymptotic normality is also established under unequal probability sampling with replacement. Our simulation results and a real data analysis indicate that the ELW estimator is shift-equivariant, nearly unbiased, and usually outperforms the IPW-type estimators in terms of mean square error.

歡迎廣大師生參加！

報告人簡介

劉玉坤，華東師范大學統(tǒng)計學院教授，博士生導師，統(tǒng)計交叉科學研究院副院長，入選國家高層次青年人才計劃。本科和博士畢業(yè)于南開大學統(tǒng)計系。研究興趣包括經(jīng)驗似然和半?yún)?shù)統(tǒng)計理論及其在缺失數(shù)據(jù)、偏差數(shù)據(jù)、生態(tài)學、流行病學等方面的應用，在國內(nèi)外重要統(tǒng)計期刊發(fā)表多篇科研論文。主持國家自然科學基金項目4項和科技部國家重點專項課題1項，參與重點項目2項；擔任《應用概率統(tǒng)計》編委和責任編輯、《Statistical Theory and Related Fields》主編助理、以及《Journal of Applied Statistics》編委。

甘肅應用數(shù)學中心

蘭州大學大數(shù)據(jù)科學研究中心

yl7703永利官網(wǎng)

蘭州大學萃英學院

2023年3月27日