讲座题目：A Bayesian Stochastic Approximation Method

主讲人：徐进 华东师范大学

讲座时间：2020年6月24日（周三）下午2：00—3：00

讲座地点：腾讯会议ID：115 786 197

主讲人简介：

       徐博士，华东师范大学统计学院教授，博士生导师。美国鲍林格林大学统计学系博士，加州大学河边分校博士后。曾任美国Ambion 生物科技公司资深生物统计师。主要研究方向：个性化医疗，临床试验，肿瘤临床试验设计，生存分析，多元分析等。在统计学国际顶级期刊发表SCI论文数十篇，包括JASA，JRSSC，Statistical Methods in Medical Research, Biometrics, Pharmaceutical Statistics, Bioinformatics等。 

讲座摘要：

       Motivated by the goal of improving the efficiency of a sequential design with small sample size, we propose a novel Bayesian stochastic approximation method to estimate the root of a regression function. The method features adaptive local modelling and nonrecursive iteration. Consistency of the Bayes estimator and coherence property of the design are obtained. Simulation studies show its superiority in small-sample performance to Robbins-Monro type procedures. Extension to a version of generalized multivariate quantile is presented.