High-dimensional statistics

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• Rajen Shah
• Monday 05 March 2012, 14:00-15:00
• CMS, MR12.

If you have a question about this talk, please contact Elena Yudovina.

In this talk I will give an introduction to high-dimensional statistics: a large and growing area of contemporary statistical research. Rather than attempting to give an overview of this vast area, I will explain 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-dimensional statistics today are based on these two core methods.

This talk is part of the Statistical Laboratory Graduate Seminars series.

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