报告题目：Multiple-use calibration for all future values: simultaneous tolerance regions for multivariate regression

报告人：韩杨 副教授 （英国曼彻斯特大学）

报告时间：2025年1月15日 （星期三）上午10：00-11：00

报告地点：数学科学学院114

校内联系人：王晓光 副教授 联系方式：84708351-8508

报告摘要：Multiple-use calibration for all future values plays a valuable role in many fields, including health and medical research. Simultaneous tolerance regions (STRs) can be used for this purpose in multivariate regression; however, no construction methods are currently available in the literature. This work first fills the gap by proposing methods for constructing STRs, providing a solution to multiple-use calibration problems. We also develop weighted simultaneous tolerance regions (WSTRs), showing that confidence sets based on WSTRs can exactly satisfy the key property for multiple-use calibration. Through the lens of WSTRs, we address the misconception that the confidence sets derived from pointwise tolerance regions can guarantee the key property. Furthermore, we propose several methods for computing the critical constants for STRs and WSTRs. Simulation studies are conducted for comparing these methods in terms of accuracy and computational cost. Real-data examples are provided for illustration.

报告人简介：Dr Yang Han is an Associate Professor / Senior Lecturer in Statistics in the Department of Mathematics at the University of Manchester in the UK. Her main research interests are simultaneous inference and multiple comparison procedures. She is a Fellow of the UK Higher Education Academy and a Fellow of the Royal Statistical Society. She has won a Distinguished Achievement Award for Teacher of the Year at the University of Manchester.