报告人:李高荣

报告时间：2025年6月30日下午15:00

报告地点：数学与信息学院201报告厅

报告摘要:The recently proposed fixed-X knockoff is a powerful variable selection procedure that controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights are difficult to show beyond Gaussian linear models. In this paper, we make the first attempt to extend the fixed-X knockoff to partially linear models by using generalized knockoff features, and propose a new stability generalized knockoff (Stab-GKnock) procedure by incorporating selection probability as feature importance score. We provide FDR control and power guarantee under some regularity conditions. In addition, we propose a two-stage method under high dimensionality by introducing a new joint feature screening procedure, with guaranteed sure screening property. Extensive simulation studies are conducted to evaluate the finite-sample performance of the proposed method. A real data example is also provided for illustration.

报告人简介：李高荣，北京师范大学统计学院教授，博士生导师，北京师范大学第十二届“最受本科生欢迎的十佳教师”。主要研究方向是非参数统计、高维统计、统计学习、纵向数据、测量误差数据和因果推断等。迄今为止，在Annals of Statistics, Journal of the American Statistical Association, Journal of Business & Economic Statistics, Statistics and Computing, 《中国科学：数学》和《统计研究》等学术期刊上发表学术论文120余篇。出版4部著作：《纵向数据半参数模型》、《现代测量误差模型》(入选“现代数学基础丛书”系列)、《多元统计分析》(入选“统计与数据科学丛书”系列，2023年荣获北京高校优质本科教材）和统计学习（R语言版）。主持国家自然科学基金、北京市自然科学基金和北京市教委科技计划面上项目等国家和省部级科研项目10多项。

欢迎广大师生参加！