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研讨会内容
| 研讨会名称 | Conditional distance correlation |
|---|---|
| 开始日期 | 2015-04-17 14:00:00 |
| 结束日期 | 2015-04-17 15:30:00 |
| 活动说明 | Topic: Conditional distance correlation Location: 口腔大楼一楼会议室 Speaker:王學钦教授 (广州中山大學数學與计算科學學院和中山医學院双聘教授) Abstract: Statistical inference on conditional dependence is essential in many fields including genetic association studies and graphical models. The classic measures focus on linear conditional correlations, and are incapable of characterizing non-linear conditional relationship including non-monotonic relationship. To overcome this limitation, we introduces a nonparametric measure of conditional dependence for multivariate random variables with arbitrary dimensions. Our measure possesses the necessary and intuitive properties as a correlation index. Briefly, it is zero almost surely if and only if two multivariate random variables are conditionally independent given a third random variable. More importantly, the sample version of this measure can be expressed elegantly as the root of a V or U-process with random kernels and has desirable theoretical properties. Based on the sample version, we propose a test for conditional independence, which is proven to be more powerful than some recently developed tests through our numerical simulations. |
| 主要联絡Mail | pwu3@tmu.edu.tw |
| 参考连结 | http://biostat.tmu.edu.tw/ |
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