江苏高校优势学科概率统计前沿系列讲座之八十
报 告 人：邹长亮
报告题目：Screening-Assisted Dynamic Multiple Testing with False Discovery Rate Control
报告时间：2017年3月1日（周三）下午5:00
报告地点：静远楼1506报告厅
主办单位：数学与统计学院、科技处
报告摘要：
In the era of big data, high-dimensional data always arrive in streams, making timely and accurate decision necessary. It has become particularly important to rapidly and sequentially identify individuals whose behavior deviates from the norm. Aiming at identifying as many irregular behavioral patterns as possible, we develop a large-scale dynamic testing system in the framework of false discovery rate (FDR) control. By fully exploiting the sequential feature of datastreams, we propose a screening-assisted procedure that filters streams and then only tests streams that pass the filter at each time point. A data-driven optimal screening threshold is derived, giving the new method an edge over existing methods. Under some mild conditions on the dependence structure of datastreams, the FDR is shown to be strongly controlled and the suggested approach for determining screening thresholds is asymptotically optimal. Simulation studies show that the proposed method is both accurate and powerful, and a real-data example is used for illustrative purpose.
报告人简介：
邹长亮，南开大学统计研究院教授。2008年于南开大学博士学位；2013年破格晋升教授。入选国家“万人计划”首批青年拔尖人才，获国家优秀青年科学基金支持。曾获“全国百篇优秀博士论文”，“钟家庆数学奖”，天津市自然科学一等奖和霍英东教育基金会高校青年教师一等奖等。入选2015爱思唯尔（Elsevier）“中国高被引学者”，是国际统计学会(ISI)推选会员，并任Technometrics等国际统计著名杂志的AE。
