[Statlist] Talk on Statistics June 4, 2009

[Cecilia Rey]

We are glad to announce the following talk
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/*Thursday, June 4, 2009, 15.15-16.00,  HG G 26.5*/
with Nicolas Verzelen, Université Paris-Sud, Orsay

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Title:
Estimation of Gaussian graphs by model selection

Abstract:
A current challenge in system biology is to infer the regulation
network of a family of p genes from a n-sample of microarrays, with n
(much) smaller than p. Gaussian graphical models are simple models to
describe these regulation networks. We propose a procedure that
performs Gaussian graph estimation by model selection. It is based on
the minimization of a penalized empirical criterion over a collection
of graphs. The performance of the procedure are assessed in a
non-asymptotic setting. The case of ultra_high dimensionality (p
exponentially large with respect to n) is also discussed. Finally, we
explain how to combine this procedure with other methods such as the
lasso (Meinshausen and Bühlmann). The good theoretical properties of
the so defined two-step estimator are confirmed on numerical examples.
This is partly a joint work with Christophe Giraud and Sylvie Huet.

The abstract is to be found under the following link: 
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
Seminar für Statistik
Cecilia Rey-Lutz, HG G10.3
Rämistrasse 101                    
CH-8092 Zurich		                      	
mail: rey at stat.math.ethz.ch    	  		
phone: +41 44 632 3438/fax: +41 44 632 1228