报告题目： On efficient dimension reduction with respect to the interaction between two response variables
报 告 人： 骆威 研究员（浙江大学）
报告时间： 2021 年 11 月 18 日（星期四）14:00-15:00
报告地点： 腾讯视频会议（线上）
会议 ID： 203 339 007
报告校内联系人：牛一 副教授 联系电话：84708351-8081
报告摘要: 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.
报告人简介：骆威，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年加入浙江大学数据科学研究中心，担任百人计划研究员，博士生导师。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。
