##Statistical Machine Learning Seminar##\\ Hosted by Department of Mathematical Sciences ~~META:title=October 13, 2015~~ * 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 **//Abstract//** 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.