报告人:Song Xinyuan (宋心远教授,香港中文大学)
报告题目:Bayesian Proportional Hazards Model with Latent Variables
报告摘要:We consider a joint modeling approach that incorporates latent variables into a proportional hazards model to examine the observed and latent risk factors of the failure time of interest. An exploratory factor analysis (EFA) model is used to characterize the latent risk factors through multiple observed variables. In commonly used confirmatory factor analysis, the number of latent variables and their observed indicators are specified prior to analysis. By contrast, the EFA model allows such information to be fully determined by the data. A Bayesian approach coupled with efficient sampling methods is developed to conduct statistical inference. The performance of the proposed methodology is confirmed through simulations. The model is applied to a study on the risk factors of chronic kidney disease for patients with type 2 diabetes.
报告人简介:宋心远,香港中文大学统计系教授,香港中文大学理学院助理院长。宋心远教授的研究方向是潜变量模型,贝叶斯方法,统计计算和生存分析等。同时还担任多个国际期刊包括《Psychometrika》,《Biometrics》,《Computational Statistics & Data Analysis》和《Structural Equation Modeling: A Multidisciplinary Journal》的副主编或编委。已在国际期刊发表超过100篇论文,近期论文主要发表于《Journal of the American Statistical Association》,《Biometrika》,《Biometrics》,《Bioinformatics》,《Psychometrika》,《Quantitative Finance》等期刊。
报告时间: 2018年6月26日(星期二)下午3:30 - 4:30
报告地点:科技楼南楼702