Three-Toed Sloth

"Significance Tests for Adaptive Modelling" (Today at the Statistics Seminar)

Attention conservation notice: Late notice of a very technical presentation about theoretical statistics in a city you don't live in.

Today's speaker needs no introduction for those interested in modern, high-dimensional statistics (but will get an introduction anyway):

Robert Tibshirani, "Significance Tests for Adaptive Modelling"

Abstract: In this talk we consider testing the significance of the terms in a fitted regression, fit via the lasso. We propose a novel test statistic for this problem, and show that it has a simple asymptotic null distribution. This work builds on the least angle regression approach for fitting the lasso, and the notion of degrees of freedom for adaptive models (Efron 1986) and for the lasso (Efron et al. 2004; Zou et al. 2007). We give examples of this procedure and discuss extensions to generalized linear models. In the second part of the talk we will discuss extensions of this work to graphical models, specifically inference for connected components.

Joint work with Richard Lockhart, Jon Taylor, Ryan Tibshirani, and Max Jacob Grazier G'Sell.

Time and place: 4:30--5:30 pm on Monday, 21 October 2013, in Baker Hall 136A

As always, the talk is free and open to the public.

Enigmas of Chance