报告题目：INVERSE REGRESSION PROBLEMS AND APPLICATIONS

报 告 人：田茂再教授 (中国人民大学)

School of Statistics, Renmin University of China

报告时间：2019年12月30(周一)上午9:00-10:00

报告地点：知新楼B-1238

报告摘要：

In this talk we consider a sequence of hierarchical space model of inverse problems. The underlying function is estimated from indirect observations over a variety of error distributions including those that are heavy-tailed and may not even possess variances or means. The main contribution of this talk is that we establish some oracle inequalities for the inverse problems by using quantile coupling technique that gives a tight bound for the quantile coupling between an arbitrary sample $p$-quantile and a normal variable, and an automatic selection principle for the nonrandom filters. This leads to the data-driven choice of weights. We also give an algorithm for its implementation. The quantile coupling inequality developed in Theorem 1 is of independent interest, because it includes the median coupling inequality in Theorem 1 of Brown, et al. (2008) as a special case.

报告人简介：

个人简介：田茂再，毕业于南开大学概率论与数理统计专业，博士研究生，中国人民大学教授，博士生导师。其主要研究兴趣包括：分位回归，复杂分层模型，高维金融风险管理，生物统计，大数据分析，鞍点逼近，复杂数据分析等。

参见：http://stat.ruc.edu.cn/teacher_more.php?id=54&cid=25

欢迎各位老师同学积极参加！