报告题目：A Gaussian Algorithmic Stability Framework for Post-Selection Inference

报 告 人：钟威 教授 厦门大学

报告时间：2026年4月29日 20：30-21：30

报告地点：腾讯会议780-493-106

校内联系人：王培洁 [email protected]

报告摘要：For statistical inference after model selection with the same data, the classical theory of statistical inference may not be valid, known as the double-dipping problem. Zrnic and Jordan (2023) proposed an algorithmic stability method that incorporates randomization to enable post-selection corrections without computational burdens. However, it suffers from the conservativeness of the confidence intervals for algorithms with complex composition structures due to the inequality-based definition of stability. To this end, we propose a new Gaussian Algorithmic Stability (GAS) framework, introducing a hypothesis-testing-based f-stability concept that redefines algorithmic stability. Theoretically, we establish the coverage guarantee of the proposed GAS method and also examine the regimes under which it yields narrower confidence intervals. In practice, the GAS is easier to tune the stability parameter by leveraging Gaussian noise than the existing method. In addition, we propose a new stability amplification approach to characterize how stability improves under contractive iterative algorithms, enabling tighter stability parameters and consequently narrower confidence intervals. Simulations and a real-data study confirm the validity and effectiveness of the proposed method.

报告人简介：钟威，现任厦门大学统计学与数据科学南强特聘教授、二级教授、博士生导师。2012年获得美国宾夕法尼亚州立大学统计学博士学位，国家自然科学基金优秀青年基金获得者（2019），福建省杰出青年基金获得者（2019），国家重大人才工程领军人才（教育部，2024）。主要从事高维数据统计分析、计量经济学、统计学应用等研究。同时兼任厦门大学国际合作与交流处处长、台港澳事务办公室主任、海外办学事务办公室主任。先后担任美国统计协会会刊JASA等6个期刊编委（AE），在Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Econometrics, Journal of Machine Learning Research, Journal of Business & Economic Statistics, Biometrics, Annals of Applied Statistics, 中国科学数学等国内外统计学权威期刊发表（含接收）50余篇论文。2020年获得厦门大学第十五届青年教师技能比赛特等奖，厦门大学2020年“我最喜爱的十位老师”，2022年获得霍英东教育基金会高等院校青年科学奖，2024年获得宝钢优秀教师奖，2025年获得厦门大学南强卓越教学团队等。