[Statlist] ETH Young Data Science Researcher Seminar Zurich, Virtual Seminar by Tengyao Wang, UCL

[Maurer Letizia]

Dear all

We are glad to announce the following talk in the virtual ETH Young Data Science Researcher Seminar Zurich

"Two-​sample testing of high-​dimensional linear regression coefficients via complementary sketching"  
by Tengyao Wang, UCL

Time: Friday, 12 February 2021, 15:00-​16:00
Place: Zoom at https://ethz.zoom.us/j/92367940258

Abstract: We introduce a new method for two-​sample testing of high-​dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and response vectors along directions that are complementary in sign in a subset of the coordinates, a process which we call `complementary sketching'. The resulting projected covariates and responses are aggregated to form two test statistics, which are shown to have essentially optimal asymptotic power under a Gaussian design when the difference between the two regression coefficients is sparse and dense respectively. Simulations confirm that our methods perform well in a broad class of settings.

Best wishes,

M. Azadkia, Y. Chen, G. Chinot, M. Löffler, A. Taeb

Seminar website: https://math.ethz.ch/sfs/news-and-events/young-data-science.html