关于华东师范大学统计学院谌自奇研究员在线讲学的预告

应数学与计算科学学院、广西应用数学中心(乐动网页版)和广西高校数据分析与计算重点实验室邀请，华东师范大学统计学院谌自奇研究员将于2022年11月21日10：00-12:00通过腾讯会议网络平台开展线上讲学，欢迎全校师生踊跃参加。报告具体安排如下：

题目：Nearest-Neighbor Sampling Based Conditional Independence Testing

主讲人：谌自奇

时间：2022年11月21日（周一）早上10：00-12:00

地点：腾讯会议（会议号：437-661-170）

摘要：The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given confounding variables Z. The CRT assumes that the conditional distribution of X given Z is known under the null hypothesis and then it is compared to the distribution of the observed samples of the original data. The aim of this paper is to develop a novel alternative of CRT by using nearest-neighbor sampling without assuming the exact form of the distribution of X given Z. Specifically, we utilize the computationally efficient 1-nearest-neighbor to approximate the conditional distribution that encodes the null hypothesis. Then, theoretically, we show that the distribution of the generated samples is very close to the true conditional distribution in terms of total variation distance. Furthermore, we take the classifier-based conditional mutual information estimator as our test statistic. The test statistic as an empirical fundamental information theoretic quantity is able to well capture the conditional-dependence feature. We show that our proposed test is computationally very fast, while controlling type I and II errors quite well. Finally, we demonstrate the efficiency of our proposed test in both synthetic and real data analyses.

主讲人简介：

谌自奇，华东师范大学研究员，博士生导师。从事高维统计分析、函数型（纵向）数据分析、生存分析、机器学习、神经网络等方面的研究。主持国家自然科学基金面上项目2项，国家自然科学基金青年项目1项，上海市自然科学基金项目1项，湖南省自然科学基金项目1项，获得中国博士后面上和特别资助等。曾于2016-2019在美国安德森癌症研究中心生物统计系从事博士后研究工作。在JASA, Biometrics, Statistica Sinica, Scandinavian Journal of Statistics, IJCNN等国际权威统计或者计算机期刊（会议）上发表论文20余篇。