Dear Colleagues and Students,

Faculty of Business Administration (FBA) will host the “UM Distinguished Visiting Scholar Series” on 21/07/2023 (Friday) and is pleased to invite Prof. Changliang ZOU as the speaker.

Title: Large-scale Detection of Differential Sparsity Structure
Speaker: Prof. Changliang ZOU, Distinguished professor at the School of Statistics and Data Science, Nankai University

Date: 21/07/2023 (Friday)
Time: 10:30 – 11:30
Language: English
Venue: E22-G008

Registraiton: https://go.um.edu.mo/gejgpxbv 

Abstract:
Two-sample multiple testing has a wide range of applications. Most of the literature considers simultaneous tests of equality of parameters. This work takes a different perspective and investigates the null hypotheses that the two support sets are equal. This formulation of the testing problem is motivated by the fact that in many applications where the two parameter vectors being compared are both sparse, we might be more concerned about the detection of differential sparsity structures rather than the difference in parameter magnitudes. A general approach to problems of this type is developed via a novel double thresholding (DT) filter. The DT filter first constructs a sequence of pairs of ranking statistics that fulfill global symmetry properties, and then chooses two data-driven thresholds along the ranking to simultaneously control the false discovery rate (FDR) and maximize the number of rejections. Several applications of the methodology are given, including tests for large-scale correlation matrices, high-dimensional linear models and Gaussian graphical models.

Speaker’s Bio:
Changliang Zou is distinguished professor at the School of Statistics and Data Science, Nankai University. He obtained his doctoral degree from Nankai University in 2008. His research interests include high-dimensional statistical inference, large-scale data stream analysis, change point and outlier detection. He has published over fifty papers in prominent journals in the field of statistics and industrial engineering, such as Annals of Statistics, Biometrika, Journal of the American Statistical Association, Mathematical Programming, Technometrics, Journal of Quality Technology, IISE Transactions. He is the recipient of the National Science Fund for Distinguished Young Scholars.

For enquiries: carlaleong@um.edu.mo

Best Regards,
Faculty of Business Administration