学术报告(濮晓龙 1.6)

A Diagnostic Procedure For High-Dimensional Data Streams Via Missed Discovery Rate Control

发布人:周妍 发布日期:2018-12-25
主题
A Diagnostic Procedure For High-Dimensional Data Streams Via Missed Discovery Rate Control
活动时间
-
活动地址
新数学楼415
主讲人
濮晓龙 (华东师范大学)

 要:

Monitoring complex systems involving high-dimensional data streams provides quick real-time detection of abnormal changes of system performance but accurate and efficient diagnosis of the streams responsible has also become increasingly important in many data-rich statistical process control (SPC) applications. Existing diagnostic procedures, designed for low/moderate dimensional multivariate process, may miss too much important information in the out-of-control (OC) streams with a high signal-to-noise ratio (SNR) or waste too many resources finding useless in-control (IC) streams with a low SNR. In addition, these procedures do not differentiate between streams according to their severity. In this article, we formulate the diagnosis problem of high-dimensional data streams as a multiple testing problem and provide a computationally fast diagnostic procedure to control the weighted missed discovery rate (wMDR) at some satisfactory level. The proposed procedure overcomes the limitations of conventional diagnostic procedures by controlling the wMDR and minimizing the expected number of false positives (EFP) as well. We show theoretically that the proposed procedure is asymptotically valid and optimal in a certain sense. Simulation studies and a real data analysis from a semi-conductor manufacturing process show that the proposed procedure works very well in practice.

个人简介:

 濮晓龙,教授,博士生导师,现任华东师范大学经济与管理学部副主任、华东师范大学统计学院院长,兼任中国现场统计研究会副理事长、全国工业统计学教学研究会副会长、《数理统计与管理》杂志副主编、中国质量协会常务理事、全国统计方法应用标准化技术委员会委员、中国质量教育委员会委员、中国六西格玛推进工作委员会委员、上海市质量技术应用统计学会副理事长等。

现主持一项国家自然科学基金面上项目、一项上海市委托科研项目以及一项横向课题。发表论文30多篇、出版专著1本、参与编写出版教材8本、主持制定国家标准一项。先后荣获2006年度“军队科技进步一等奖”,2011年度“军队科技进步二等奖”。并获评2013年度上海市宝钢奖、2008年度华东师范大学师德标兵、2007年度上海市优秀成果一等奖、2013年度上海市优秀教学成果二等奖等荣誉。主要研究领域为序贯分析、统计质量管理与应用统计,特别擅长利用统计方法解决各类实际问题。

 

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数学学院

2018/12/25