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TUESDAY Statistics Seminar: Zeljko Kareta

The next appointment for the Seminar series in Statistics and Data Science will take place Tuesday 01.10.2019, at Erling Sverdrups plass (Niels Henrik Abel Hus, 8th floor), starting at 14:15.

We welcome Zeljko Kareta, from the Department of Physiology of the Simula Research Laboratory (NOR), who will hold the seminar.

Title: Covariance and precision matrix estimation, and dimension reduction in regression problems

Abstract: Many problems in data analysis can be formulated as learning the structure or a function of the data in a high-dimensional ambient space. To mitigate the effects of high-dimensionality, a number of recent advances are based on the observation that real-world data has an underlying low-dimensional structure. In this talk we present finite sample concentration inequalities, for the estimation of covariance and precision matrices for high-dimensional random vectors, which exploit the low-dimensional complexity of data. We discuss the learning of high dimensional functions where the relationship between the features and the responses is of a lower dimensional nature. Our focus is on the monotonic single-index model, and a novel nonlinear generalization thereof.

Best regards,
Riccardo De Bin & Riccardo Parviero

Earlier Event: September 26
THURSDAY Biostatistics Seminar: Malka Gorfine
Later Event: October 9
WEDNESDAY lunch: Berent Lunde