Statistics Seminar

Fall 2019

Seminars are held from 4:00 p.m. – 5:00 p.m. in Griffin-Floyd 100 unless otherwise noted.Refreshments are available before the seminars from 3:30 p.m. – 4:00 p.m. in Griffin-Floyd Hall 103.

Date Speaker    Title
Sep 5 Bikas Sinha

(Indian Statistical Institute)

TBD

Sep 26 Yuexiao Dong

(Temple University)

On dual model-free variable selection with two groups of variables

Nov 14 Matey Neykov

(Carnegie Mellon University)

TBD

Nov 21 Robert Strawderman

(University of Rochester)

TBD

Abstracts

 

On dual model-free variable selection with two groups of variables
Yuexiao Dong, Temple University

 

 

In the presence of two groups of variables, existing model-free variable selection methods only reduce the dimensionality of the predictors. We extend the popular marginal coordinate hypotheses Cook (2004) in the sufficient dimension reduction literature and consider the dual marginal coordinate hypotheses, where the role of the predictor and the response is not important. Motivated by canonical correlation analysis (CCA), we propose a CCA-based test for the dual marginal coordinate hypotheses, and devise a joint backward selection algorithm for dual model-free variable selection. The performances of the proposed test and the variable selection procedure are evaluated through synthetic examples and a real data analysis.