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Statistical Machine Learning Seminar
Hosted by Department of Mathematical Sciences

  • Date: Tuesday, October 13, 2015
  • Time: 12:00-1:00
  • Room: WH-100E
  • Speaker: Wenming Deng (Mathematical Sciences)
  • Title: The Bolasso, the Dantzig selector and more on Stability Selection


This is the third and final talk of a series of three talks which focus on variable selection for high-dimensional data. I will introduce the two related work below, and then discuss more on Meinshausen & Bühlmann (2010) following the talk last week.

  • Bach, F. (2008) Bolasso: model consistent Lasso estimation through the bootstrap. In Proc. 25th Int. Conf. Machine Learning, pp.33–40. New York: Association for Computing Machinery.
  • Candes, E. and Tao, T. (2007) The Dantzig selector: statistical estimation when p is much larger than n. Ann. Statist., 35, 2312–2351.
seminars/sml/151013.txt · Last modified: 2015/09/11 15:00 by qiao