[Statlist] Trevor Hastie - May 24th - Research Seminar in Statistics, University of Geneva

[Eva Cantoni]

Research Seminar in Statistics

Research Center for Statistics, University of Geneva
http://www.stat-center.unige.ch/ResSem.html

Friday May 24, 2013
at 11h15
Room M 2150, Uni Mail (40, bd du Pont-d'Arve)


Trevor HASTIE (Statistics Dpt., Stanford University)

TITLE: "Sparse Linear Models"

ABSTRACT:
In a statistical world faced with an explosion of data, regularization 
has become an important ingredient. In many problems, we have many more 
variables than observations, and the lasso penalty and its hybrids have 
become increasingly useful. This talk presents a general framework for 
fitting large scale regularization paths for a variety of problems. We 
describe the approach, and demonstrate it via examples using our R 
package GLMNET.

*joint work with Jerome Friedman, Rob Tibshirani and Noah Simon


-- 
Prof. Eva Cantoni
Research Center for Statistics and Department of Economics
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
http://www.unige.ch/ses/dsec/staff/faculty/Cantoni-Eva.html