[Statlist] Research Seminar in Statistics *FRIDAY, 20 MAY 2022* GSEM, University of Geneva

[gsem-support-instituts]

Dear All,

We are pleased to invite you to our next Research Seminar.

Looking forward to seeing you,


Organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics (https://www.unige.ch/gsem/en/research/institutes/rcs/)


FRIDAY, 20 MAY 2022 at 11:15am, Uni-Mail M 5220 & ONLINE
Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09
Meeting ID: 929 2433 2087
Passcode: 399192

Inducement of Sparsity
Heather BATTEY, Imperial College London, UK
https://www.imperial.ac.uk/people/h.battey

ABSTRACT:
The pioneering work on parameter orthogonalisation by Cox and Reid (1987) is presented as inducement of population-level sparsity. The latter is taken as a unifying theme for the talk, in which sparsity-inducing parameterisations or data transformations are sought. Three recent examples are framed in this light: sparse parameterisations of covariance models; construction of factorisable transformations for the elimination of nuisance parameters; and inference in high-dimensional regression. The solution strategy for the problem of exact or approximate sparsity inducement appears to be context specific and may entail, for instance, solving one or more partial differential equation, or specifying a parameterised path through transformation or parameterisation space.


Visit the website: https://www.unige.ch/gsem/en/research/seminars/rcs/