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Statistical Machine Learning Seminar
Hosted by Department of Mathematical Sciences

  • Date: Tuesday, October 06, 2015
  • Time: 12:00-1:00
  • Room: WH-100E
  • Speaker: Wenbo Wang (Mathematical Sciences)
  • Title: Selection consistency of lasso and Stability Selection


This is the second 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, especially on the selection consistency.

  • Meinshausen, N. and Bühlmann, P. (2006) High dimensional graphs and variable selection with the lasso. Ann. Statist., 34, 1436–1462.
  • Zhao, P. and Yu, B. (2006) On model selection consistency of lasso. J. Mach. Learn. Res., 7, 2541–2563.
  • Meinshausen, N., & Bühlmann, P. (2010). Stability selection. J. R. Statist. Soc. B, 72(4), 417-473.
seminars/sml/151006.txt · Last modified: 2015/09/11 14:57 by qiao