
<WRAP centeralign>##Statistical Machine Learning Seminar##\\ Hosted by Department of Mathematical Sciences</WRAP>

~~META:title=September 29, 2015~~
  * Date: Tuesday, September 29, 2015
  * Time: 12:00-1:00
  * Room: WH-100E
  * Speaker: Xu Chu (Mathematical Sciences)
  * Title: Lasso, AdaLasso and Sure Independence Screening

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<WRAP centeralign>**//Abstract//**</WRAP>
This is the first of a series of three talks which focus on variable selection for high-dimensional data. I will introduce the following three papers on variable selection.
     * Tibshirani, R. (1996) Regression shrinkage and selection via the lasso. J. R. Statist. Soc. B, 58, 267–288.
     * Zou, H. (2006) The adaptive lasso and its oracle properties. J. Am. Statist. Ass., 101, 1418–1429.
     * Fan, J. and Lv, J. (2008) Sure independence screening for ultrahigh dimensional feature space (with discussion). J. R. Statist. Soc. B,70, 849–911.
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