重慶大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院邀請(qǐng)Wenyang Zhang教授作了一場(chǎng)題為“Model and Feature Selection in A Class of Semiparametric Models(型號(hào)和特征選擇的一類半?yún)��?shù)模型)”的講座。數(shù)學(xué)與統(tǒng)計(jì)學(xué)院目前設(shè)有數(shù)學(xué)系、信息與計(jì)算科學(xué)系、統(tǒng)計(jì)與精算系，分別負(fù)責(zé)三個(gè)專業(yè)——數(shù)學(xué)與應(yīng)用數(shù)學(xué)、信息與計(jì)算科學(xué)、統(tǒng)計(jì)學(xué)的建設(shè)與人才培養(yǎng)。講座的主要內(nèi)容是：

　　選型是一首老歌的統(tǒng)計(jì)數(shù)據(jù)。隨著高維近年來的激增，人們開始用新調(diào)----的懲罰似然法播放。在這次演講中，我要研究一類半?yún)��?shù)模型，其中潛在的解釋變量的數(shù)量增長(zhǎng)比樣本量多快。我要提出一個(gè)新的處罰可能性程序，其選擇的重要特征，同時(shí)確定了正確的模式。我將探討懲罰部分建議過程中的有效性，并提出了一種新的方式把罰款。漸近性質(zhì)將提交證明擬議的方法。我也表明了該程序的性能，當(dāng)樣本量是有限的仿真研究。最后，我將用實(shí)際數(shù)據(jù)的例子說明了該方法的應(yīng)用。

　　Wenyang Zhang教授主持的統(tǒng)計(jì)，數(shù)學(xué)系，約克英國(guó)的大學(xué)。副主編，雜志美國(guó)統(tǒng)計(jì)協(xié)會(huì)，2008年--會(huì)員中，IMS講義編委會(huì) - 系列專著，2008-- 2010。會(huì)員，英國(guó)皇家統(tǒng)計(jì)學(xué)會(huì)的研究科委員會(huì)，2004-- 2008年。專業(yè)會(huì)員資格：_皇家統(tǒng)計(jì)學(xué)會(huì)會(huì)員。_美國(guó)統(tǒng)計(jì)協(xié)會(huì)會(huì)員。主要研究方向：高維數(shù)據(jù)分析;非參數(shù)建模;非線性時(shí)間序列;生存分析;功能性數(shù)據(jù)分析;多層次的模型;空間數(shù)據(jù)分析;結(jié)構(gòu)方程模型。

　　原文：Model selection is an old song in statistics. With the surge of high dimensionality in recent years, people start to play it with a new tune ----the penalised likelihood method. In this talk, I am going to investigate a class of semiparametric models where the number of potential explanatory variables grows much fast than the sample size. I am going present a new penalised likelihood procedure which selects the important features and identifies the correct model simultaneously. I will explore the effectiveness of the penalty part in the proposed procedure, and present a new way to put penalty. Asymptotic properties will be presented to justify the proposed methodology. I will also show the performance of the proposed procedure when sample size is finite by simulation studies. Finally, I will illustrate the application of the proposed method by a real data example.