報告題目：Functional data analysis with covariate-dependent mean and covariance structures
報 告 人：林華珍 教授
所在單位：西南财經大學
報告時間：2022年6月22日 星期三 下午14:00-15:00
報告地點：騰訊會議：189-460-077 會議密碼：220622
校内聯系人：朱複康 fzhu@jlu.edu.cn
報告摘要： Functional data analysis has emerged as a powerful tool in response to the ever increasing resources and efforts devoted to collecting information about response curves or anything varying over a continuum. However, limited progress has been made to link the covariance structure of response curves to external covariates, as most functional models assume a common covariance structure. We propose a new functional regression model with covariate-dependent mean and covariance structures. Particularly, by allowing the variances of the random scores to be covariate-dependent, we identify eigenfunctions for each individual from the set of eigenfunctions which govern the patterns of variation across all individuals, resulting in high interpretability and prediction power. We further propose a new penalized quasi-likelihood procedure, which combines regularization and B-spline smoothing, for model selection and estimation, and establish the convergence rate and asymptotic normality for the proposed estimators. The utility of the method is demonstrated via simulations as well as an analysis of the Avon Longitudinal Study of Parents and Children on parental effects on the growth curves of their offspring, which yields biologically interesting results.
*Joint work with Chenlin Zhang, Li Liu, Jin Liu and Yi Li.
報告人簡介： 西南财經大學教授，統計研究中心主任。國際數理統計學會IMS-fellow，教育部長江學者特聘教授，國家傑出青年科學基金獲得者，國家百千萬人才工程獲得者，享受國務院政府特殊津貼專家。主要研究方向為非參數方法、轉換模型、生存數據分析、函數型數據分析、潛變量分析、時空數據分析。研究成果發表在包括國際統計學四大頂級期刊AoS、JASA、JRSSB、Biometrika和計量經濟學頂級期刊JOE及JBES上。先後多次主持國家基金項目，包括國家傑出青年基金及自科重點項目。林華珍教授是國際IMS-China、IBS-CHINA及ICSA-China委員，中國現場統計研究會數據科學與人工智能分會理事長，第九屆全國工業統計學教學研究會副會長，中國現場統計研究會多個分會的副理事長。先後是國際統計學權威期刊《Biometrics》、《Scandinavian Journal of Statistics》、《Journal of Business & Economic Statistics》、《Canadian Journal of Statistics》、 《Statistics and Its Interface》、《Statistical Theory and Related Fields》的Associate Editor， 國内權威或核心學術期刊《數學學報》（英文）、《應用概率統計》、《系統科學與數學》、《數理統計與管理》編委會編委。
