Using Context and Insight for the Analysis of LittleData?
- đ¤ Speaker: Philipp Moritz (U Cambridge)
- đ Date & Time: Friday 08 March 2013, 11:00 - 11:30
- đ Venue: Engineering Department, CBL Room BE-438
Abstract
We live in the era of Big Data with many interesting challenges for Machine Learning. In the opposite regime of “Little Data”, a limited population size, limited measurement time or a limited budget constrains the amount of data available. Examples include magnetic resonance imaging, microarray experiments or portfolio management. To obtain sensible predictions it is then crucial to take modeling assumptions into account. In this talk I will cover challenges, both computational and conceptual, that come up in the presence of a limited amount of data and how they can be overcome. I will focus on causality and high-dimensional covariance estimation and present a new algorithm that allows to compute an asymptotically unbiased, sparse and positive semidefinite estimator for covariance matrices using the SCAD penalty from high-dimensional statistics.
Series This talk is part of the Machine Learning @ CUED series.
Included in Lists
- All Talks (aka the CURE list)
- Biology
- bld31
- Cambridge Centre for Data-Driven Discovery (C2D3)
- Cambridge Forum of Science and Humanities
- Cambridge Language Sciences
- Cambridge Neuroscience Seminars
- Cambridge talks
- CBL important
- Chris Davis' list
- Creating transparent intact animal organs for high-resolution 3D deep-tissue imaging
- dh539
- dh539
- Engineering Department, CBL Room BE-438
- Featured lists
- Guy Emerson's list
- Hanchen DaDaDash
- Inference Group Summary
- Information Engineering Division seminar list
- Interested Talks
- Joint Machine Learning Seminars
- Life Science
- Life Sciences
- Machine Learning @ CUED
- Machine Learning Summary
- ML
- ndk22's list
- Neuroscience
- Neuroscience Seminars
- Neuroscience Seminars
- ob366-ai4er
- Required lists for MLG
- rp587
- Seminar
- Simon Baker's List
- Stem Cells & Regenerative Medicine
- Trust & Technology Initiative - interesting events
- yk373's list
- yk449
Note: Ex-directory lists are not shown.
![[Talks.cam]](/static/images/talkslogosmall.gif)


Friday 08 March 2013, 11:00-11:30