“中国人民大学国际统计论坛”创办于2004年，致力于搭建统计学界高层次的学术交流平台，已成为中国最有影响力的统计学论坛之一。

2023年7月14日至15日，本届论坛将邀请5位主题报告人和6位特邀报告人，本次介绍特邀报告人刘月琴，预祝第九届中国人民大学国际统计论坛取得圆满成功！

刘月琴

Title

Fusion and i-Fusion (individualized Fusion) Learning

Abstract

Advanced data collection technology nowadays has often made inferences from diverse data sources easily accessible. Fusion learning refers to combining inferences from multiple sources or studies to make a more effective overall inference than that from any individual source or study alone. We focus on the tasks: 1) Whether/When to combine inferences? 2) How to combine inferences efficiently? 3) How to combine inference to enhance an individual or target study?

We present a general framework for nonparametric and efficient fusion learning for inference on multi-parameters, which may be correlated.  The main tool underlying this framework is the new notion of depth confidence distribution (depth-CD), which is developed by combining data depth, bootstrap and confidence distributions. We show that a depth-CD is an omnibus form of confidence regions, whose contours of level sets shrink toward the true parameter value, and thus an all-encompassing inferential tool. The approach is shown to be efficient, general and robust. It readily applies to heterogeneous studies with a broad range of complex and irregular settings. This property also enables the approach to utilize indirect evidence from incomplete studies to gain efficiency for the overall inference. The approach will be shown with simulation studies and real applications in aircraft landing performance tracking and in financial forecasting.

This talk covers joint works with Dungan Liu (University of Cincinnati), Jieli Shen (Goldman Sachs) and Minge Xie (Rutgers University).

Biography

Regina Liu received her PhD in statistics from Columbia University and is currently Distinguished Professor of Statistics at Rutgers University. Her research areas include data depth, resampling, confidence distribution, and fusion learning. Aside from theoretical and methodological research, she has long collaborated with the FAA on aviation safety research projects on process control, text mining and risk management. She has served as Editor for the JASA and the Journal of Multivariate Analysis, and as Associate Editor for several journals, including the Annals of Statistics. She is an elected fellow of the MS and the ASA. Among other distinctions, she is the recipient of 2021 ASA Noether Distinguished Scholar Award, and 2011 Stieltjes Professorship from Thomas Stieltjes Institute for Mathematics, The Netherlands, She has delivered an IMS Medallion Lecture among other named lectures. She was elected President of the Institute of Mathematical Statistics, 2020-2021.