学术讲座

报告题目：Incorporating Auxiliary Information for Improved Statistical Inference and Its Extensions to Distributed Algorithms with An Application to Personal Credit

报告时间：2025年09月19日（周五）上午10:00

报告专家：华东师范大学周勇教授

报告地点：湘江楼A927

报告摘要：To effectively utilize external integrated auxiliary information to improve the accuracy of estimation, this paper introduces a unified auxiliary information framework, which is referred as enhanced GEE method, to effectively incorporate various external summary results by employing the generalized estimating equations (GEE) approach and augmenting a weighted logarithm of confidence density on GEE function. We establish asymptotic properties for the new method and prove that it can achieve the gain of statistical efficiency compared to the study-specific estimator without any auxiliary information. Besides, a low-cost Map-Reduce procedure for the distributed statistical inference of enhanced GEE method in big data is developed that can achieve the same efficiency as the oracle enhanced GEE approach under mild condition. This method is demonstrated by an application to predict the loan default risk of bank customers in Shanghai, and shown to be more effective and reliable compared with the method based on the own data only. Furthermore, the superiorities of our approach, especially the construction of the tighter confidence intervals, are also illustrated with extensive simulation studies and two real cases.

专家简介：周勇教授，国家杰出青年基金获得者，教育部长江学者特聘教授，中国科学院百人计划入选者，国务院政府特殊津贴专家，“新世纪百千万人才工程”国家级人选，国际数理统计学会（IMS）会士。华东师范大学经管学部教授，统计学院院长，统计交叉科学研究院院长。

国务院学位委员会第七届统计学科评议组成员，教育部应用统计专业硕士教学指导委员会委员。现任中国优选法统筹法与经济数学研究会副理事长，中国管理科学学会常务理事。同时担任国内外几个重要学术期刊的编委和副主编，包括《计量经济学》副主编，《数理统计与管理》《系统科学与数学》《中国管理科学》《工程理论与实践》编委, 和国际期刊Journal of Business and Economic Statistics、Canadian Journal of Statistics副主编。

周勇教授主要从事大数据分析与建模、金融计量、风险管理、数字经济、统计理论和方法等科学研究工作，取得许多有重要学术价值和影响的研究成果。先后承担并完成国家自然科学基金项目，国家杰出青年基金，自然科学基金委重点项目等科学项目10余项，科技部重点研发计划项目1项（首席科学家），曾获得省部级奖励2项。