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bat365在线平台、所2020年系列学术活动(第82场):佘轶原 教授 佛罗里达州立大学

发表于: 2020-06-19   点击: 

报告题目:Inherent Supervised Clustering with Low Rank

报 告 人:佘轶原 教授 佛罗里达州立大学

报告时间:2020年6月22日 9:00-10:00

报告地点:腾讯会议ID:808 349 325

或点击链接直接加入会议:

https://meeting.tencent.com/s/PavDBvmV3tx0

校内联系人:程建华 chengjh@jlu.edu.cn


报告摘要:

Modern high-dimensional methods commonly adopt the "bet on sparsity" principle while in the big-data era statisticians often face "dense" problems with large numbers of unknowns. This paper gives a mathematical formulation of low-rank supervised clustering to automatically group the predictors in building a multivariate predictive model. By use of linearization and block coordinate descent, a simple-to-implement algorithm is developed, which performs subspace learning and clustering iteratively with guaranteed convergence. We show a tight error bound of the proposed method, study its minimax optimality, and propose a new information criterion for parameter tuning, all with distinctive rates from the large body of literature based on sparsity. Extensive simulations and real-data experiments demonstrate the excellent performance of rank-constrained inherent clustering.


报告人简介:

佘轶原,佛罗里达州立大学统计系教授,2008年毕业于斯坦福大学,获得统计学博士学位。佘教授的主要研究方向包括:高维统计、统计机器学习、优化、信号处理、稳健统计和网络科学等领域,曾获得NSF CAREER Award,Florida State University Developing Scholar Award 等奖项,并先后担任Metrika,IEEE Transactions on Network Science and Engineering以及Journal of the American Statistical Association等顶级杂志的编委。