报告题目：The Sparse Estimation for Interval-Censored Data with Broken Adaptive Ridge Regression
报告人：赵慧 教授 （中南财经政法大学统计与数学学院）
报告时间：2022年12月9日 （星期五）上午9：00-10：00
腾讯会议 ID：727-675-565
邀请人：王晓光 副教授 联系电话：84708351-8213
报告摘要：Variable selection for Cox model with right-censored failure time data has been discussed by many authors. However, for interval-censored data there are quite few effective methods. To address this, we propose a broken adaptive ridge (BAR) regression procedure that combines the strengths of the quadratic regularization and the adaptive weighted bridge shrinkage. In particular, the method allows for the number of covariates to be diverging with the sample size. Under some weak regularity conditions, unlike most of the existing variable selection methods, we establish both the oracle property and the grouping effect of the proposed BAR procedure. We conduct an extensive simulation study and show that the proposed approach works well in practical situations and deals with the collinearity problem better than the other oracle-like methods. An application is also provided.
报告人简介：赵慧，2005年北京大学博士毕业，先后在中科院系统所和美国密苏里大学从事博士后研究，现为中南财经政法大学教授，博士生导师。曾担任中国现场统计研究会理事，湖北省现场统计学会常务理事，中国现场统计研究会多个分会理事。先后主持多个国家自然科学基金项目,并在 JASA, Biometrics, Scandinavian Journal of Statistics，Statistic in Medicine，Journal of Multivariate Analysis，Lifetime Data Analysis， Canadian Journal of Statistics，Journal of Nonparametric Statistics，《中国科学》,《数理统计与管理》等国内外知名统计学术期刊发表论文五十余篇。主要研究方向为：生存分析；复发事件数据分析；变量选择，图模型与因果推断等。
