2017年06月20日，星期二下午14:50在大学城771771威尼斯.cm大全行政东楼前座412会议室。香港城市大学王军辉教授为各位学子带来了精彩的学术讲座--《An Efficient Framework for Variable Selection in Reproducing Kernel Hilbert Space》。

王军辉教授现为香港城市大学数学系副教授兼副系主任。王教授毕业于美国明尼苏达大学获统计学博士学位，并曾在美国哥伦比亚大学以及伊利诺伊大学芝加哥分校担任教职。王教授的研究方向包括统计机器学习，大规模文本数据挖掘，模型选择以及变量选择，并曾发表学术论文40余篇，包括数篇JASA，Biometrika，JMLR等顶尖的统计及机器学习杂志。

报告摘要

Variable selection is central to sparse modeling, and many methods have been proposed under various model assumptions. In this talk, we will present an efficient framework for model-free variable selection in reproducing kernel Hilbert space (RKHS) without specifying any restrictive model. As opposed to most existing model-free variable selection methods requiring fixed dimension, the proposed method allows dimension p to diverge at an exponential order of sample size n. The proposed method is motivated from the classical hard-threshold variable selection for linear models, but allows for general variable effects. It does not require specification of the underlying model for the response, which is appealing in sparse modeling with a large number of variables. The proposed method can also be adapted to various scenarios with specific model assumptions, including linear models, quadratic models, as well as additive models. The asymptotic estimation and variable selection consistencies of the proposed method are established in all the scenarios. If time permits, the extension of the proposed method beyond mean regression will also be discussed.