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Statistical Machine Learning Seminar
Hosted by Department of Mathematical Sciences

  • 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


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.
seminars/sml/150929.txt · Last modified: 2015/09/11 14:55 by qiao