Statistics Seminar

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Date/Time:Monday, 06 Apr 2015 from 4:10 pm to 5:00 pm
Location:Snedecor 3105
Cost:Free
URL:www.stat.iastate.edu
Contact:Main Office
Phone:515-294-3440
Channel:Statistics Department
Categories:Lectures
Actions:Download iCal/vCal | Email Reminder
"Interaction Selection for High-Dimensional Data", Hao Helen Zhang, Department of Mathematics, University of Arizona, Tucson

For high dimensional regression, the identification of interaction effects is extremely challenging in terms of both computation and theoretical investigation. We study the key issues and reveal some interesting results. Then we propose new methods for high-dimensional interaction selection, which are feasible even when the dimension increases exponentially fast with the sample size. This talk demonstrates several features of these methods: fast computation, rigorous theoretical support, and competitive numerical performances.