Data perturbation for data science

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• Richard Samworth (University of Cambridge)
• Friday 29 June 2018, 11:00-11:45
• Seminar Room 1, Newton Institute.

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STSW04 - Future challenges in statistical scalability

When faced with a dataset and a problem of interest, should we propose a statistical model and use that to inform an appropriate algorithm, or dream up a potential algorithm and then seek to justify it? The former is the more traditional statistical approach, but the latter appears to be becoming more popular. I will discuss a class of algorithms that belong in the second category, namely those that involve data perturbation (e.g. subsampling, random projections, artificial noise, knockoffs,...). As examples, I will consider Complementary Pairs Stability Selection for variable selection and sparse PCA via random projections. This will involve joint work with Rajen Shah, Milana Gataric and Tengyao Wang.

This talk is part of the Isaac Newton Institute Seminar Series series.

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