103學年度第二學期專題討論統計學術演講公告
統計碩士學位學程將於104年3月24日(星期二)舉辦統計學術演講，邀請到中央研究院統計科學研究所顏佐榕助研究員蒞臨演講，
講題：Parameter Clustering: Encouraging Similarities between Estimates via Euclidean Distance Regularization
講員：顏佐榕 助研究員 中央研究院統計科學研究所
時間：2015年3月24日星期二 下午 3：30 ~ 5：30
地點：臺灣大學博雅教學館409教室
費用：免費
名額：24位
摘要：
In statistical estimation, one important goal is to obtain a model that has better ability in prediction but fewer parameters for interpretation. Such parsimony requirement leads statisticians to develop various techniques for reducing the effective number of parameters in the model. In this paper we propose a penalized estimation method to fulfill this requirement. The method aims to reduce the effective number of parameters by estimating parameters with identical values. It imposes l2-norm penalty functions on differences between pairs of the parameters. Under this setting, the method is able to shrink the differences to zero, yielding identical estimates for the parameters. To numerically carry out the method, we first formulate the problem as a constrained optimization problem, and then solve the constrained optimization problem by developing an iterative algorithm based on the alternating direction method of multipliers. Simulation studies show that the method can simultaneously identify the number of effective parameters and deliver collaborative estimates for these parameters. We discuss several applications and a proposal for carrying out this method via distributed optimization.
歡迎對於此議題有興趣的師生同仁參加。
聯絡人：張仲凱
聯絡方式：E-mail：ntustat@ntu.edu.tw
TEL：(02) 3366-1481 FAX：(02) 3366-1482