题     目：FUNCTIONAL L-OPTIMALITY SUBSAMPLING FOR MASSIVE DATA

报 告 人：尤进红 教授

单     位：上海大学

时     间：2022年12月12日10:00-12:00

地     点：腾讯452-534-167

摘 要：Massive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over their domains, which require even more memory and computation time when the sample size is large. The computation would be much more intensive when statistical inference is required through bootstrap samples. Motivated by analyzing two large-scale real functional data sets, we propose an optimal subsampling method based on the functional L-optimality criterion and further extend the proposed functional L-optimality subsampling (FLoS) method to the functional generalized linear model to cope with the scenario of the response being a discrete or categorical variable. We establish the asymptotic properties of the FLoS estimators. The finite sample performance of our proposed FLoS method is investigated by extensive simulation studies. The FLoS method is further demonstrated by analyzing two large-scale real data sets: global climate data and the kidney transplant data. The analysis results on these data show that the FLoS method is much better than the uniform subsampling approach and can well approximate the results based on the full data while dramatically reducing the computation time and memory.

报告人简介: 尤进红教授，加拿大女皇大学（University of Regina）统计学博士，美国北卡罗纳教堂山分校博士后，上海财经大学统计与管理学院tenured常任轨教授、博士生导师和副院长，全国工业统计学教学研究会第九届理事会副会长，曾任Quality Technology and Quantitative Management (QTQM), special issue: Mathematical and Statistical Finance的客座编委（Guest Editor）。尤进红教授有十余年的北美学习、工作经历。长期从事计量经济学、数理统计以及生物统计的科学研究； 在半参数，非参数回归建模，估计，检验及其在经济学， 金融学和生物医学方面的应用开展了许多有价值的研究工作；在国际和国内著名的统计和经济学杂志（包括Journal of the American Statistical Association，Journal of Econometric等）上发表学术论文六十余篇，其中三大检索论文六十余篇，被SCI他引几百余次；主持和参与过多个国家自科基金项目；为国际著名统计和计量经济杂志Annals of Statistics, Journal of the American Statistical Association , Biometrika和Journal of Econometric等的论文评审人。曾获上海市教委教学成果一等奖，上海财经大学先进工作者称号等奖项。