Correlations in high dimensional statistics
【2014.1.8 4:00pm,S712】 |
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2014-01-06
Colloquia & Seminars
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Speaker |
Dr.Johannes Lederer,Jacob Wolfowitz Assistant Visiting Professor, Cornell University |
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Title |
Correlations in high dimensional statistics |
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Time |
2014.1.8 4:00pm |
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Venue |
S712 |
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Abstract |
CorreCorrelations are influential but still often neglected. As was pointed out recently, this is especially the case in high dimensional statistics. In this talk, we will therefore discuss the role of correlations for the Lasso, the Square-Root Lasso, and multi-stage procedures. Moreover,we will discuss how correlations are related to other fields including empirical process theory and robust statistics.Bio. Johannes Lederer studied physics at ETH Zürich and Paris VI and received the M.S. degree in 2009. In 2010, he joined the Seminar for Statistics at ETH Zürich and obtained the Ph.D. degree in 2012. After a stay at UC Berkeley as a fellow of the Swiss National Science Foundation, he joined Cornell University, where he is currently the Jacob Wolfowitz Assistant Visiting Professor in the Department of Statistical Science. He published several influential articles in leading statistics and probability theory journals. For further information, visitwww.johanneslederer.de |
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