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SUMMARY:High-dimensional statistics - Rajen Shah
DTSTART:20120305T140000Z
DTEND:20120305T150000Z
UID:TALK35862@talks.cam.ac.uk
CONTACT:Elena Yudovina
DESCRIPTION:In this talk I will give an introduction to high-dimensional s
 tatistics: a large and growing area of contemporary statistical research. 
 Rather than attempting to give an overview of this vast area\, I will expl
 ain what is meant by high-dimensional data and then focus on two methods (
 Ridge regression\, and the Lasso) which have been introduced to deal with 
 this sort of data. Many of the state of the art techniques used in high-di
 mensional statistics today are based on these two core methods.
LOCATION:CMS\, MR12
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