报告时间:2025年11月10日上午10:00-11:00
报告地点:统计与数据科学学院109会议室
报告题目:Model-free deterministic subsampling based on Kullback-Leibler divergence
报告摘要:Subsampling is a useful approach in large-scale statistical learning. Most existing subsampling methods rely heavily on predefined models, making their performance highly sensitive to model misspecifications. To address this fundamental limitation, this paper introduces Kullback-Leibler subsampling, a novel model-free framework designed to ensure robustness across diverse modeling paradigms. The method uses the concept of generating Kullback-Leibler points, which is an efficient and robust technique for drawing samples from a specified continuous distribution. Theoretically, we show that the kernel density estimator of the selected subsample asymptotically converges to the true probability density function. A series of simulation studies and real-data experiments demonstrate that the proposed method is robust to diverse modeling approaches and outperforms several existing model-free subsampling methods in data compression tasks.
专家简介:孙法省、东北师范大学教授、博导,国家级高层次人才、吉林省优秀教师。他于南开大学获概率论与数理统计专业博士学位,主要研究方向包括计算机试验与大数据抽样。曾获教育部自然科学二等奖、全国统计科学研究优秀成果奖、吉林省青年科技奖、吉林省自然科学学术成果奖等多项奖励。现任应用统计教育部重点实验室副主任,并兼任中国数学会均匀设计分会副理事长、中国现场统计研究会统计与调查分会副理事长、中国现场统计研究会生存分析分会副理事长、全国工业统计学教学研究会数字经济与区块链技术协会副理事长、中国数学会概率统计分会常务理事等学术职务。研究成果发表在国际顶尖期刊Annals of Statistics、Biometrika、JASA等期刊上,部分成果被收入Chapman & Hall/CRC与Springer出版的英文专著。其关于计算机试验的研究工作获国防科技大学空天科学学院、美国空军技术学院等国内外机构学者的引用。