High order conditional distance covariance with conditional mutual independence-周望 (新加坡国立大学)

主  题:High order conditional distance covariance with conditional mutual independence

内容简介:We construct a high  order conditional distance covariance, which generalizes the notation of conditional distance covariance. The joint conditional distance covariance is defined as a linear combination of  conditional distance covariances, which can capture the joint relation of many random vectors given one vector. Furthermore, we develop a new method of conditional independent test based on the joint conditional distance covariance.  Simulation results indicate that the proposed method is very effective. We also apply our method to analyze the relationships of $PM_{2.5}$ in five  Chinese cities: Beijing, Tianjin, Jinan, Tangshan and Qinhuangdao by Gaussian graphical  model.

报告人:周望      教授

时  间:2018-12-26    11:00

地  点:竟慧东楼302

举办单位:统计与数学学院  统计科学与大数据研究院


责任编辑: 科研处