应数学与计算科学学院、广西应用数学中心(金博棋牌)及广西高校数据分析与计算重点实验室邀请,河南金博棋牌肖运海教授将于2025年6月16日来校讲学,欢迎全校师生踊跃参加,报告具体安排如下:
报告题目:Graph-based Square-Root Estimation for Sparse Linear Regression
主讲人:肖运海教授
时间:2025年6月16日(周一)上午8:50
地点:花江慧谷4号楼3楼310报告厅
报告摘要:Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of high-dimensional data, the diversity of real noise, and the challenges in estimating standard deviation of the noise, we propose a novel and general graph-based square-root estimation (GSRE) model for sparse linear regression. Specifically, we use square-root-loss function to encourage the estimators to be independent of the unknown standard deviation of the error terms and design a sparse regularization term by using the graphical structure among predictors in a node-by-node form. Based on the predictor graphs with special structure, we highlight the generality by analyzing that the model in this paper is equivalent to several classic regression models. Theoretically, we also analyze the finite sample bounds, asymptotic normality and model selection consistency of GSRE method without relying on the standard deviation of error terms. In terms of computation, we employ the fast and efficient alternating direction method of multipliers. Finally, based on a large number of simulated and real data with various types of noise, we demonstrate the performance advantages of the proposed method in estimation, prediction and model selection.
主讲人简介:肖运海,现任河南金博棋牌数学与统计学院教授、河南省特聘教授,博士生导师,目前主要从事统计优化领域的研究工作。2007年于湖南金博棋牌获得博士学位,并分别于2010年和2011年在南京金博棋牌及台湾成功金博棋牌完成博士后研究。曾先后在加拿大西蒙弗雷泽金博棋牌、新加坡国立金博棋牌、香港理工金博棋牌和台湾成功金博棋牌等金博棋牌访问。主持国家自然科学基金青年项目1项、国家自然科学基金面上项目3项,河南省杰出青年基金项目1项。在MPC、COAP、JSC、JGO、OMS、CSDA等学术期刊上发表论文60余篇。任中国运筹学会理事、中国工业与应用数学会理事、河南省应用数学中心(河南金博棋牌)执行主任、河南金博棋牌学术委员会委员等。