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荔园学者Colloquium第一百五十二期

星光直播 题目：Structure Identification in Clustered Data Analysis

主讲人：张文扬 星光直播 教授（澳门大学）

星光直播 时间：2025年11月21日下午14：00-15：00

星光直播 地点：星光直播 粤海校区汇星楼一号教室

内容摘要：Clustered data analysis is an important topic in data science. A well-established approach is to assume all clusters share the same unknown parameters of interest, and the difference between different clusters is formulated and accounted for by cluster effects. Whilst this approach works very well in many issues, such as exploring the global impact of an explanatory variable on the response variable, it does not provide much insight about individual attributes of each cluster. Assuming different clusters have completely different parameters would result in too many unknown parameters, which would lead to large variances of the final estimators. Following the idea of homogeneity pursuit, various modelling approaches are proposed in recent literature to group the unknown parameters and explore the individual attributes in clustered data analysis. However, most of them are either difficult to implement or require each cluster to have reasonably big cluster size. In this talk, I will present a new approach, which is easy to implement and does not require any cluster to have big size. I will also show its asymptotic properties without assuming the size of any cluster tends to infinity. I will also use intensive simulation studies to show the approach works very well when sample size is finite. Finally, I apply the approach to a well known financial dataset to show its superiority in exploring individual attributes in clustered data analysis.

主讲人简介：张文扬教授是澳门大学商务智能及分析星光直播 教授，统计学三大国际顶尖期刊Journal of the American Statistical Association 及 Annals of Statistics 的副主编，商务和经济统计方面的国际顶尖期刊 Journal of Business & Economic Statistics 的副主编。张文扬教授主要从事大数据分析，金融数据分析，高维数据分析，非参数建模、时间序列分析、空间数据分析，多层次建模，生存分析，结构方程模型等方向的研究。他在国际顶尖星光直播 期刊发表了很多非常有影响的星光直播 论文，他关于ABC方法的一篇论文被引用超过3600多次。他曾先后在英国伦敦政治经济星光直播 、英国 Kent 大学、英国 Bath 大学、英国 York 大学任教。他曾是英国皇家统计学会星光直播 委员会委员(历史上第三位华人担任该委员会委员)，他是2020及2026年香港特区政府聘请的香港六年一次的星光直播 评比的评审委员。

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　　　　　　　　　　　　　　　　　　　　2025年11月17日