Professor of Health Research and Policy, and Statistics
The Lasso: some novel algorithms and applications
Dr. Tibshirani will discuss some procedures for modelling high-dimensional data, based on L1 (lasso) style penalties. He will describe pathwise coordinate descent algorithms for the lasso, which are remarkably fast and facilitate application of the methods to very large datasets for the first time. He will then give examples of new applications of L1 penalties to microarray classification, the fused lasso for signal detection and the matrix completion problem.
*In recognition of The Department of Statistics 25th year celebration, there will be a reception following this talk in Martel Hall.
Monday, January 30, 2012
4:00 PM to 5:00 PM
Duncan Hall - McMurtry Auditorium