﻿ 速速报名！明尼苏达大学杨宇红教授短期课程-求真书院

### 速速报名！明尼苏达大学杨宇红教授短期课程

Prof.Yuhong Yang 杨宇红

University of Minnesota

Abstract

Model selection and its diagnosis are foundational elements in modern statistical and machine learning applications that serve the purpose of obtaining reliable information and reproducible results. In this short course, we introduce the principles and theories on model selection and model averaging and their applications in high-dimensional regression. Model selection methods include information criteria (AIC, BIC etc), cross validation, penalized regression (LASSO, SCAD, MCP) and more. We will learn to understand their differences, connections, performances, limitations, proper uses, and approaches to achieving the best performance without knowing which method is the best for the data at hand. In addition, we will study new tools to characterize model selection reliability. When model selection uncertainty is high, model averaging/combining typically offers more accurate prediction and more reliable conclusions. Theoretical results covered include model selection consistency, consistent cross validation, adaptive minimax optimal regression learning in high-dimensional regression, and optimalities of model averaging methods.

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• ### 明尼苏达大学杨宇红教授短期课程新增2讲

Speaker 杨宇红教授1996年获得美国耶鲁大学统计学博士，现为美国明尼苏达大学统计系教授及Director of Graduate Studies。他曾荣获美国国家科学基金会杰出青年教授奖（NSF CAREER Award），此奖项每年只有1-2名学者获此殊荣。并于2010年成为（国际）数理统计学会会士。曾主持美国自然科学基金项目4项。其研究兴趣包括高维数据分析理论、模型选择和组合、多臂老虎机问题（Multi-Arm Bandit）、精准医学统计、预测，并在这些领域...

• ### 数学之美-杰出学者讲坛：上交大楼元教授主讲

报告摘要：主特征值和基本再生数分属数学和传染病领域。 报告将从传染病数学模型出发，引入基本再生数和主特征值， 说明二者之问的关系，并介绍二阶椭圆算子和抛物算子主特征值的一些近期进展。个人简介：楼元教授1984-1991年就读于北京大学数学 系，获学士和硕士学位，1991-1995年就读于明尼苏达大学数学系并获博士学位，曾在MSRI（1995-1996）和芝加哥大学 11996-1998）做博士后，1998-2021任教于俄交俄州立大 学数学系，曾任...