报告题目：E-values and false discovery rate control with dependence
报 告 人：王若度 副教授 滑铁卢大学
报告时间：2021年7月7日 14:00-15:00
报告地点：腾讯会议ID：970 240 802
或点击链接直接加入会议：https://meeting.tencent.com/s/gqi7CD6cKrl8
校内联系人：程建华 chengjh@jlu.edu.cn
报告摘要：E-values (expectation-values) have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include betting scores, (point null) Bayes factors, likelihood ratios and stopped supermartingales. We discuss advantages and disadvantages of e-values versus p-values in single, multiple, online and collaborative hypothesis testing. We introduced the e-BH procedure, a natural analog of the Benjamini-Hochberg (BH) procedure for false discovery rate (FDR) control. Unlike the usual BH procedure, the e-BH procedure controls the FDR at the desired level for any dependence structure between the e-values, which allows for wide applications.
报告人简介：Dr. Ruodu Wang is University Research Chair, Sun Life Fellow, and Associate Professor of Actuarial Science and Quantitative Finance at the University of Waterloo in Canada. He received his PhD in Mathematics (2012) from the Georgia Institute of Technology, after completing his Bachelor (2006) and Master’s (2009) degrees at Peking University. He holds editorial positions in leading journals in actuarial science and mathematical economics, including Co-Editor of the European Actuarial Journal, and Co-Editor of ASTIN Bulletin. His scientific work has appeared in academic journals in various other fields, such as Management Science, Operations Research, The Annals of Statistics, Biometrika, The Annals of Applied Probability, Mathematics of Operations Research, and Mathematical Finance. He is an affiliated member of RiskLab at ETH Zurich. He received the Golden Jubilee Research Excellence Award from the Faculty of Mathematics at Waterloo in 2017 and a Discovery Accelerator Supplement Award from the Natural Sciences and Engineering Research Council in 2018.
