Speaker: Prof. Jianxin Pan

Time: 11:15-12:15, 27 April 2022 (Wednesday) (Beijing time)

Venue: A103, Lijiao Building, BNU at Zhuhai (Tencent Meeting ID: 827-590-928


Abstract

Longitudinal studies arise in various fields such as psychology, social science, economics and medical research, etc. It is of great importance to understand the dynamic change not only in the mean function but also in the covariance or correlation function of repeated measurements. However, high-dimensionality (HD) and positive-definiteness (PD) constraints are two major stumbling blocks in modelling of covariance and/or correlation matrices. It is evident that Cholesky-type decomposition based methods are effective in dealing with the HD and PD problems, but those methods were not implemented in statistical software, causing a difficulty for practical use. In this talk, three Cholesky decomposition based methods for joint modelling of mean and covariance structures, namely Modified Cholesky decomposition (MCD), Alternative Cholesky decomposition (ACD) and Hyperpherical parameterization of Cholesky factor (HPC), will be introduced. A newly developed R package "jmcm" implementing the MCD, ACD and HPC methods will be provided. Demonstration will be made by running the package jmcm and comparison of those methods will be made through analysing real data examples.


About Prof. Pan

潘建新教授于2021年9月全职回国加盟北京师范大学(珠海校区)和北京师范大学-香港浸会大学联合国际学院(北师港浸大),之前是英国曼彻斯特大学终身教授(2002-2021)。潘教授曾任英国洛桑实验中心博士后研究员(1996-1999)、英国圣安德鲁斯大学研究助理(1999-2000),英国基尔大学讲师(2000-2002)。2002年起任职于曼彻斯特大学,历任讲师(2002)、高级讲师(2004)、Reader(2005),2006年被聘为终身教授,曾任曼大数学学院概率统计系系主任,学院领导班子成员,数学学院国际事务处主任。

潘教授是国际知名的统计学家,他的研究领域包括统计建模、统计学习、数据科学及其在医学、公共健康、金融及工业上的应用。在统计学及其它学科期刊发表学术论文130余篇,在Springer出版社及Science Press出版社出版学术专著3部。原创性地提出对方差结构建模的理论与方法、纵向数据与生存数据联合建模的新方法、生长曲线模型新的理论与方法。获得英国和欧盟研究委员会在内的多个研究资金支持。

潘教授是英国皇家统计学会会士、国际统计学会当选会员、英国数据科学人工智能研究院(图灵研究院)研究员 (Turing Fellow),曾任英国皇家统计学会曼彻斯特分会的主席,是Biometrics, Biometrical Journal,Biostatistics and Epidemiology,  Journal of Multivariate Analysis和Electronic Journal of Statistics等多个著名期刊的编委 (Associate Editor),已指导毕业20余名博士研究生和50余名硕士研究生。