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SUMMARY:High-dimensional variable selection via sure independence screenin
 g - Richard Samworth (University of Cambridge)
DTSTART:20091022T130000Z
DTEND:20091022T143000Z
UID:TALK19985@talks.cam.ac.uk
CONTACT:Shakir Mohamed
DESCRIPTION:I will discuss a simple but important new idea in high-dimensi
 onal variable selection\, namely Sure Independence Screening.  This was pr
 oposed in the context of the linear model by Fan and Lv (2008) in a JRSSB 
 discussion paper\, available at \n\nhttp://www3.interscience.wiley.com/cgi
 -bin/fulltext/121429351/PDFSTART\n\nI also hope to discuss a recent JMLR p
 aper by Fan\, Samworth and Wu (2009)\, where we aimed to extend the scope 
 of these procedures to more general models\, as well as looking at variant
 s\, designed for instance to reduce the false selection rate.  The paper c
 an be found at \n\nhttp://jmlr.csail.mit.edu/papers/volume10/fan09a/fan09a
 .pdf\n
LOCATION:Engineering Department\, CBL Room 438
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