[YPNG] YPNG 2 Oct 2015
sekhar.tatikonda at yale.edu
Mon Sep 28 10:19:13 EDT 2015
We have a special speaker at the YPNG this week. Please note there is
Ryan Tibshirani, CMU
Friday, October 2, 2015
12:00pm - 1:15pm
Recent advances in selective inference
Abstract: We will be talking about a new set of tools for inference
after model selection.
The highlight will be doing inference along steps of the forward
stepwise, least angle
regression, and lasso paths, though the framework for inference is
applicable well beyond
these cases, and other problems will be briefly discussed as well. If
time permits, I will
also discuss some asymptotic results about the robustness of the
proposed tests to
non-Gaussian noise distributions.
See you on Friday at *12:00 *in the Stat's classroom.
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