报告题目：Test for the Order of Finite Mixture Models

报告人：Jiahua Chen（University of British Columbia, Vancouver, Canada）

报告时间：2018年10月8日，星期一， 10：00-11：00

报告地点：北五楼427

报告摘要：

The problem of testing for the order of finite mixture models has a long history and remains a hot research topic for a foreseeable future. Since Ghosh (1985) pointed out the undesirable asymptotic properties of the likelihood ratio test in this context, there have been marked progresses toward addressing this challenging problem. The seemingly neat and well-defined problem is challenging numerically, mathematically and statistically.  The most proud development of my research team have been the modified likelihood ratio test and the EM-test. The idea of EM-test has been extensively explored for independent and identically distributed observations, for data from hidden Markov model, and for data from regression mixtures. It possesses neat solutions to finite mixture of univariate normal distributions and several other mixtures. At the same time, it seems to be less powerful when handling mixtures of general multi-parameter distributions. In this talk, we present our recent work on finite mixture of distributions from location-scale families. We show that the EM-test has manageable limiting distributions in general, and neat chisquare limiting distributions for some important examples.

报告人简介：

Jiahua Chen, Department of Statistics, University of British Columbia. Professor Jiahua Chen obtained his Ph.D degree in 1990 under the supervision of Professor C.F. Jeff Wu. He joined the Department of Statistics and Actuarial Science at the University of Waterloo in Ontario, Canada until 2006. In Jan 2007, Professor Chen was appointed as Canada Research Chair, Tier I at the University of British Columbia at Vancouver.

Dr. Chen has broad research interest in statistics. He earned his Ph.D degree with a thesis on the design of experiment, started work on sampling survey problem soon after, got interested in empirical likelihood under the influence of his friend, and was guided into the area of mixture models by Professor Kalbfleisch. He is also working statistical genetic problems and gets involved in a clinical trial.

Dr. Chen was awarded CRM-SSC prize for his outstanding research achievements in the first 15 years after the Ph.D degree. He received the Gold Medal of the Statistical Society of Canada in 2014, and the International Chinese Statistical Association distinguished achievement award in 2016. He is elected fellow of the Institute of Mathematical Statistics (2005) and fellow of the American Statistical Association (2009). He served as the executive editor of the Canadian Journal of Statistics.