洪翰教授访问岭南学院讲座

Decision Making and the ROC Curve

发布人:高级管理员 发布日期:2018-05-31
主题
Decision Making and the ROC Curve
活动时间
-
活动地址
岭南堂汪道涵会议室
主讲人
洪翰
主持人
周先波

讲座题目:Decision Making and the ROC Curve

报 告 人:洪翰(斯坦福大学 教授)

主 持 人:周先波(中山大学岭南学院 教授)

时      间:2018年6月8日(周五)下午16:00—17:30
地      点:岭南堂汪道涵会议室

 

摘要:

This paper studies the statistical properties of the Receiver Operating Curve (ROC) and its relation to binary classification and human decision making. The ROC curve is a representation of the information discovered by a statistical procedure in binary classification problem and is a key concept in machine learning and data science. Yet decision making and the statistical interpretation of behaviorial data involves both not only information discovery, but also understanding incentives. We analyze the implications of different information and incentive heterogeneity models on the relation between observed decisions in field data and the resulting ROC curves. Our theoretical discussion is motivated by and empirically illustrated in the context of a large national level dataset of pregnancy outcomes and doctor diagnosis from a survey data set of Pre-Pregnancy Checkups of reproductive age couples provided by the Chinese Ministry of Health. 

 

论文合作者:Ke Tang, Tsinghua University;Jingyuan Wang, Beihang University;Yu Mu, Beihang University

 

报告人简介:

     1998年博士毕业于斯坦福大学经济学系,1993年本科毕业于中山大学岭南学院,现任美国斯坦福大学经济学系教授,世界计量经济学会院士(Fellow),国际著名经济学杂志《Journal of Econometrics》主编之一、《Journal of Business and Economic Statistics》和《The Econometrics Journal》等的编委,理论计量经济学、应用计量经济学(尤其是产业组织理论及其实证方法)等方面的研究成果卓著。在《Econometrica》、《Journal of American Statistical Association》、《Journal of Business and Economic Statistics》、《Review of Economic Studies》、《Journal of Econometrics》等经济学国际顶级刊物发表论文数十篇,其论文在计量经济学界具有极大影响。论文“An MCMC Approach to Classical Estimation”获国际著名计量经济学期刊《Journal of Econometrics》2004年度最优论文Zellner奖。他先后主持和参与多项美国国家科学基金项目的研究工作,在国际计量学界享有很高的知名度。

 

研究领域:计量经济学、产业组织、应用微观经济学。 

个人主页:http://web.stanford.edu/~doubleh/

 

 

 

 

 

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