Seminar by Dr. Frederick

/ 1 April, 2015 (Wed) 15:00–17:00

Admission Free,No Booking Necessary

統計数理研究所 セミナー室2 (3階 D304)
/ Seminar room 2 (3F D304) @ The Institute of Statistical Mathematics
Dr. Frederick Kin Hing Phoa
(Institute of Statistical Science, Academia Sinica, Taiwan)
"The Swarm Intelligence Based (SIB) Method and its Applications in Statistics "

Natural heuristic methods, like the particle swarm optimization and many others, enjoys fast convergence towards optimal solution via a series of inter-particle communication. Such methods are common for the optimization problem in engineering, but few in statistics problem. It is especially difficult to implement in some fields of statistics as the search spaces are mostly discrete, while most natural heuristic methods require continuous search domains. This talk introduces a new method called the Swarm Intelligence Based (SIB) method for optimization in statistics problems, featuring the searches within discrete space. Such fields include experimental designs, community detection, change-point analysis, variable selection, etc. The SIB method is a natural heuristic method that include the MIX and MOVE operations, which combines target units and selects the best units respectively. This method is advantageous over the traditional particle swarm optimization and many other heuristic approaches in the sense that it is ready for the search of both continuous and discrete domains, and its global best particle is guaranteed to monotonically move towards the optimum. The SIB method is demonstrated in several examples.