报告题目：Some topics on model averaging 

报 告 人：张新雨

报告摘要：Model averaging has been explored in depth from the theoretical perspective and has been used widely in empirical applications. In this talk, I will introduce model uncertainty, least squares model averaging and its asymptotic optimality, weight convergence, asymptotic distribution and finite sample property. Also, I will talk about its extension to high-dimensional case, averaging machine learning methods and transfer learning.

报告人简介：张新雨,中科院数学与系统科学研究院研究员。主要从事统计学和计量经济学的理论和应用研究工作，具体研究方向包括模型平均、管理统计、机器学习和经济预测等，担任SCI期刊《Journal of Systems Science & Complexity (JSSC)》领域主编和其他5个国内外重要期刊的编委，是管理科学与工程学会常务理事，曾先后获得青托、优青、杰青等项目支持。

报告时间：2023年11月28日 9:00-10:30

联系人：李天然

报告地点：哲理楼139