时间：9月13日周三上午9:00—10:00
地点：闵行统计楼105
报告人：Ori Davidov教授
题目：AUC-based inference for ordered distribution
摘要： In this talk I will present inferential methods for dealing with ordered data using the area under the curve concept. We develop a new nonparametric order restricted estimator for the AUC and investigate its theoretical properties. The method is applied to environmental risk assessment.
时间：9月13日周三上午10:00—11:00
地点：闵行统计楼105
报告人：Alexander Goldenshluger教授
题目： A unified framework for change-point detection and other related problems
摘要： In this talk I will discuss a unified convex-optimization-based framework for signal detection in Gaussian noise. The framework covers various detection problems including: detection of change-points in smooth curves and their derivatives; detection of a periodic component in Gaussian time series; some signal detection problems from indirect observations. We present a general detection procedure, analyze its properties and show that it cannot be improved in some specific settings.
时间：9月14日周四上午9:00—10:00
地点：闵行统计楼105
报告人：Alexander Goldenshluger教授
题目：Statistical inference for the M/G/infinity queue
摘要： We consider problems of estimating the service time distribution and functionals thereof in the M/G/infinity queue. We will discuss three different observation schemes with incomplete data on the queue: observations of arrivals and departures without identification of customers,observations of the superposed arrival-departure point process and observations of the queue-length (number-of-busy-servers) process. In these settings we derive some probabilistic results on the processes involved and construct estimators of the service time distribution with provable accuracy guarantees. The problems of estimating the service time expectation and the arrival rate are discussed as well. We will present also some results on comparison of different estimators.
时间：9月14日周四上午10:00—11:00
地点：闵行统计楼105
报告人：Ori Davidov教授
题目：Order restricted inference for multivariate binary data with application to toxicology
摘要：In many applications researchers collect multivariate binary response data under two or more, naturally ordered, experimental conditions. In such situations one is often interested in using all binary outcomes simultaneously to detect an ordering among the experimental conditions. To make such comparisons we develop a general methodology for testing for the multivariate stochastic order between K≥2 multivariate binary distributions. The proposed test uses order restricted estimators which, according to our simulation study, are more efficient than the unrestricted estimators in terms of mean squared error. The power of the proposed test was compared with several alternative tests. These included procedures which combine individual univariate tests for order, such as union intersection tests and a Bonferroni based test. We also compared the proposed test with unrestricted Hotelling's T² type test. Our simulations suggest that the proposed method competes well with these alternatives. The gain in power is often substantial. The proposed methodology is illustrated by applying it to a two--year rodent cancer bioassay data obtained from the US National Toxicology Program (NTP). Supplemental materials are available online.
报告人简介：
1. Alexander Goldenshluger博士，海法大学教授，系主任。1996年获以色列理工学院理学博士学位。曾担任Electronic Journal of Statistics副主编（2010-2013）和Bernoulli地区主编(2013-2015)。目前是Bernoulli（2016 -）的副主编。研究成果已通过各种资助机构包括以色列科学基金（ISF），德国以色列基金（GIF）和美国以色列基金（BSF）。2014当选为数理统计学会资深会员（IMS）。研究兴趣：nonparametric inference, adaptive estimation, inverse problems, stochastic optimization, machine learning。
2. Ori Davidov博士，海法大学教授。1999年获得哈佛大学生物统计学的博士学位。曾是美国默克研究实验室，哈佛大学和美国国家环境卫生科学研究所（NIEHS）客座教授。他的研究获得美国以色列国家自然科学基金（BSF），以色列科学基金会（ISF），和国立卫生研究院（NIH）基金。他是国际统计学会的资深会员。研究兴趣：Order restricted inference，Methods and models for ranking and rating，Nonparametric methods for multivariate and high dimensional data，Biostatistics and general statistical methodology。