Lecture Title: Integrated Subgroup Identification from Multi-source Data

Lecturer: Professor Zhang Weiping

Affiliation: University of Science and Technology of China

Lecture Time: October 21, 2023 (Saturday) 14:30-18:00

Lecture Location: Room 1106, Science and Education Building A, Feicui Lake Campus

Lecture Abstract:

Subgroup identification is crucial in dealing with the heterogeneous population and has wide applications in various areas, such as clinical trials and market segmentation. With the prevalence of multi-source data, there is a practical need to identify subgroups based on multi-source data. This paper proposes a working-independence pseudo-loglikelihood and integrates the parameters of each source into a pairwise fusion penalty for simultaneous parameter estimation and subgroup identification. We derive an alternating direction method of multipliers (ADMM) algorithm for its implementation. Furthermore, the weak oracle properties of parameter estimation are established, illustrating the latent subgroups can be consistently identified. Finally, we conduct numerical simulations and the analysis of a randomized trial on reduced nicotine standards for cigarettes to evaluate the performance of the proposed method.

Lecturer Introduction:

Zhang Weiping, a professor and doctoral supervisor at the University of Science and Technology of China, serves as the vice dean of the School of Management. He is an executive director of the China On-site Statistical Research Association and the vice president of the National Industrial Statistics Teaching Research Association. In recent years, he has conducted research in statistical inference methods in longitudinal data analysis, Bayesian modeling and computation, network data analysis, etc., and has published more than 60 academic papers, four of which have been published in the top four statistical journals. In the past five years, he has presided over the National Natural Science Foundation of China's general project and participated in the key projects of the National Natural Science Foundation of China. He has been awarded the Anhui Provincial Teaching Master, and won the special prize and two first prizes of the Anhui Provincial Teaching Achievement Award.