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讲座信息

报告题目：Matrix differential calculus with applications in statistical learning

主讲人：刘双喆教授（澳大利亚堪培拉大学）

时间：2023年12月25日（周一）15:30 p.m.

地点：北院卓远楼733会议室

主办单位：统计与数学学院

摘要：In this talk, we start with a review of several aspects of mathematics (including calculus, linear algebra, probability and statistics), applied to statistical learning. We then pay particular attention to matrix differential calculus and its applications to the multivariate linear model: efficiency comparisons; sensitivity analysis; and local influence diagnostics.

主讲人简介：

Dr. Shuangzhe Liu is currently a member of the Faculty of Science and Technology at the University of Canberra in Australia. He obtained his PhD in Econometrics from the Tinbergen Institute, University of Amsterdam, the Netherlands, specializing in matrix differential calculus, multivariate analysis, and statistical learning. Since then his extensive expertise is evidenced by his more than 170 publications in prestigious journals in the fields of mathematics, statistics, econometrics and related areas. Additionally, he has co-edited multiple books and co-authored with Professor Lei Shi and Timina Liu a comprehensive book on time series analysis using SAS Enterprise Guide. Demonstrating a strong commitment to advancing statistical knowledge, Shuangzhe actively contributes to the field as an Associate Editor for several international statistical journals and holds an Editor-in-Chief position at Statistical Papers.