2019年1月3日上午,应金沙威尼斯欢乐娱人城和岭南统计科学研究中心的邀请,在行政东前座412会议室,北卡罗来纳大学夏洛特分校蒋建成教授作了题为“Generalized likelihood ratio tests based on regularization”的学术报告——暨“羊城讲坛”第五十一讲,旨在进一步提高年轻学者及研究生对相关研究的理解。此次讲座由张兴发老师主持,相关专业的师生参加了此次讲座。
本次讲座的主要内容是:In this talk we propose a dimension-reduced generalized likelihood ratio test method based on regularized estimation. The idea of test is to first reduce the dimension of the alternative space in a hypothesis testing problem and then to test the null hypothesis against the dimension-reduced model. We establish the limiting distributions of the proposed test under the null and alternative. It is shown that the proposed test have the limiting power bigger or equal to that of the traditional likelihood ratio tests and possess oracle properties in hypothesis testing. We apply the proposed test to linear and generalized linear models.
在讲座接近尾声时,蒋教授和在座的老师进行了深刻的交流和讨论,耐心解答同学们提出的问题。此次讲座不仅拓宽了同学们的视野,同时也提高了老师们的学术素养,为大家提供了良好的学术交流平台。