Colloquium Mathematics, Prof.dr. Elio Mineo
Join us for coffee and tea at 15.45 p.m.
Date: Tuesday, April 10th 2012
Speaker: Prof.dr. Elio Mineo
University of Palermo
Room: 5161.0267 (Bernoulliborg)
Time: 16.15
Title:
Sparse Inference in Generalized Linear Models: theoretical and computational
aspects of dgLARS
Abstract:
Sparsity is an essential feature of many contemporary data problems. Remote sensing, various forms of automated screening and other high-throughput measurement devices collect a lot of information, typically about few independent statistical subjects or units. In certain cases it is reasonable to assume that the underlying process generating the data is itself sparse, in the sense that only a few of the measured variables are involved in the process. In this talk we present a path following algorithm for generalized linear models that can be considered a generalization of least angle regression (LARS). In our approach we use di erential geometry to generalize the equiangular condition, on which the LARS algorithm is based. For this reason we call this method dgLARS. Although the geometry involves the Fisher information in a way that is not obvious in the simple regression setting, the equiangular condition turns out to be equivalent with an intuitive condition imposed on the Rao score test statistics. Although the computation of the solution paths is not trivial, the method compares favorably to other path following algorithms.
Colloquium coordinators are Prof.dr. A.C.D. van Enter (e-mail : A.C.D.van.Enter@rug.nl) and
Dr. A.V. Kiselev (e-mail: a.v.kiselev@rug.nl)
Laatst gewijzigd: | 10 februari 2021 14:28 |
Meer nieuws
-
14 juli 2025
ERC Proof of Concept grant voor Kottapalli en Covi
Professoren Ajay Kottapalli en Erika Covi hebben allebei een Proof of Concept grant ontvangen van de European Research Council (ERC).
-
10 juli 2025
Nationale Wetenschapsagenda subsidie voor nanomedicine onderzoek
Prof. Dr. Anna Salvati, Dr. Christoffer Åberg en Prof. Dr. Siewert-Jan Marrink ontvangen een Nationale Wetenschapsagenda financiering om met het NanoMedNL consortium levensreddende medicijnen op basis van nanotechnologie verder te ontwikkelen.
-
10 juli 2025
Nationale Wetenschapsagenda subsidie voor circulaire biogebaseerde materialen
Prof. dr. Anastasiia Krushynska ontvangt een Nationale Wetenschapsagenda (NWA) subsidie van EUR 600.000 om innovatieve technologieën te helpen ontwikkelen voor het omzetten van laagwaardig organisch afval in duurzame, recyclebare materialen.