报告题目 Title: A new measure for testing independence


 

 
报告人 Speaker: Prof.Xiangrong Yin, Department of Statistics, University of Kentucky
报告时间 Time: 2015年6月18日(周四)下午 3:00-4:00
报告地点 Place: 苏州大学本部维格堂 319
报告摘要 Abstract: We introduce a new measure for testing independence between two random vectors. Our measure differs from that of distance covariance, by using expected conditional difference of characteristic functions. We propose one empirical version by slicing on one of the random vectors. We show that this particular version is equivalent to DISCO (Rizzo and Szêkely, 2010). This empirical measure is based on certain Euclidean distance. Its properties, asymptotic and applications in testing independence are discussed. Implementation and Monte Carlo results are also presented.（Joint work with my student: Qingcong Yuan)

报告人简介: 殷向荣教授，2000年毕业于美国明尼苏达大学，师从统计学大师丹尼斯.库克教授 （Dennis Cook)。2000-2014年于美国佐治亚大学统计系任助理教授,终身副教授,终身正教授，2015年起于美国肯塔基大学统计系任终身正教授，现为数据科学实验室主任。在Annals of Statistics、JRSSB、JASA, Biometrika、Biometrics、Journal of Computational and Graphical Statistics、Statistica Sinica 等国际顶级杂志上发表多篇论文。研究领域为当今最前沿的高维数据充分降维、变量选择和数据挖掘等。现担任Statistica Sinica,Journal of Nonparametric Statistics副主编。