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SUMMARY:High-dimensional data and the Lasso - Dr Rajen Shah (DPMMS) 
DTSTART:20191118T203000Z
DTEND:20191118T213000Z
UID:TALK135094@talks.cam.ac.uk
CONTACT:73969
DESCRIPTION:How would you try to solve a linear system of equations with m
 ore unknowns than equations? Of course\, there are infinitely many solutio
 ns\, and yet this is the sort of the problem statisticians face with many 
 modern datasets\, arising in genetics\, imaging\, finance and many other f
 ields. What’s worse\, our equations are often corrupted by noisy measure
 ments! In this talk I will introduce a statistical method called the Lasso
  that has been at the centre of the huge amount of research that has gone 
 into solving these problems. \n
LOCATION:Winstanley Lecture Theatre\, Trinity College
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