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主讲人 |
金百锁 |
简介 |
<p>We propose an improved algorithm based on parameter estimation of negative binomial distribution. By combining the MM algorithm with non-convex penalty group coordinate descent, we simplify the iterative steps for estimating the mean and dispersion parameters, and provide a continuous path solution for the parameters. Subsequently, we extend the method to the negative binomial multi-threshold model. Using the two-stage method, we transform the multi-threshold problem into a variable selection problem and conduct multi-threshold detection using the improved algorithm. We also focus on the multi-threshold change-plane subgroup model by the two-stage method. Additionally, we provide consistency of the number of thresholds and upper bounds for parameter estimation.</p> |
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主讲人简介 |
<p>金百锁，中国科学技术大学统计与金融系教授。研究方向为空间计量、高维变结构模型、大维随机矩阵。在PNAS、The Annals of Statistics、Biometrika、Journal of Econometrics、Annals of Applied Probability等国内外重要期刊上发表60多篇论文。主持多项国家自然科学基金面上项目、青年项目和安徽省自然科学基金杰青项目等。现担任中国现场统计研究会旅游大数据分会副理事长，中国现场统计研究会教育统计与管理分会秘书长，《系统科学与复杂性英文版》编委等。</p> |
期数 |
高级计量经济学与统计学系列讲座2024年春季学期第四讲（总169讲） |
