经济学院学术报告之吴月华

报告题目：Association rule mining and market basket analysis

报告时间：2019年4月29日（周一）下午16:00 – 16:45

报告地点：翡翠湖校区科教B楼1002会议室

报 告 人：吴月华教授

工作单位：加拿大York大学统计系

主办单位：经济学院

报告摘要：

Current algorithms for association rule mining from transaction data are mostly deterministic and enumerative. They can be computationally intractable even for mining a dataset containing just a few hundred transaction items, if no action is taken to constrain the search space. In this talk, we first briefly review the Apriori algorithm, and then introduce a Gibbs-sampling-induced stochastic search procedure to randomly sample association rules from the itemset space, and perform rule mining from the reduced transaction dataset generated by the sample. A general rule importance measure is also proposed to direct the stochastic search so that, as a result of the randomly generated association rules constituting an ergodic Markov chain, the overall most important rules in the itemset space can be uncovered from the reduced dataset with probability 1 in the limit.  We end the talk by presenting some data examples.

报告人简介:

    吴月华，加拿大约克大学（York University）统计系教授；1989年获得美国匹兹堡大学统计学博士学位，师从世界著名统计学家C.R. Rao。吴教授研究领域包括金融统计、空间统计、高维数据统计、变点检验以及在环境科学等交叉学科。目前当选国际统计学会的会员（Elected member of International Statistical Institute），承担多项加拿大政府重要科研项目，发表学术论文百余篇，其中包括5篇国际最顶级期刊Proceedings of the National Academy of Sciences of the United States of America（PNAS，美国国家科学院院刊）论文。