北京大学统计科学中心 11 月 25 日线上报告 | 浙江大学骆威研究员

北京日期:2021-11-23 17:13



Topic: On efficient dimension reduction with respect to the interaction between two response variables

Speaker:  Wei Luo(Zhejiang University)

Time:   2021-11-25 14:00 - 15:30

Place:  Tencent Online Meeting

Meeting ID:925 141 454





Abstract


In this talk, we propose the novel theory and methodologies for dimension reduction with respect to the interaction between two response variables, which is a new research problem that has wide applications in missing data analysis, causal inference, and graphical models, etc. We formulate the parameters of interest to be the locally and the globally efficient dimension reduction subspaces, and justify the generality of the corresponding low-dimensional assumption. We then construct estimating equations that characterize these parameters, using which we develop a generic family of consistent, model-free, and easily implementable dimension reduction methods called the dual inverse regression methods. We also build the theory regarding the existence of the globally efficient dimension reduction subspace, and provide a handy way to check this in practice. The proposed work differs fundamentally from the literature of sufficient dimension reduction in terms of the research interest, the assumption adopted, the estimation methods, and the corresponding applications, and it potentially creates a new paradigm of dimension reduction research. Its usefulness is illustrated by simulation studies and a real data example at the end.



Speaker Introduction


骆威


骆威,于2014年毕业于美国宾夕法尼亚州立大学,之后任职于美国Baruch College,于2018年加入浙江大学。骆威的研究方向包括充分降维和因果推断,在Annals of Statistics, Biometrika, JRSSB等统计国际学术期刊上发表(含接收)了多篇论文。

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