[Statlist] Next talk: Tuesday, October 27, 2015 with Po-Ling Loh (University of Pennsylvania)

[Maurer Letizia]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Tuesday, October 27, 2015 at 15.15h  ETH Zurich HG E 41G E 41
with Po-Ling Loh (University of Pennsylvania)

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Title:

New perspectives for robust/high-dimensional estimation

Abstract:

Robust statistics provides a framework for quantifying the behavior of an estimator when data are subject to various imperfections which deviate from standard model assumptions. Such an understanding may aid in designing estimators that are robust to particular forms of contamination. In this talk, we will discuss two high-dimensional estimators suited for robust linear regression and precision matrix estimation. The form of the estimators is quite natural and the analysis follows from standard high-dimensional techniques; what is fascinating is the relationship between the results we derive and their analogs in low dimensions. In particular, we demonstrate that the same guiding principles for selecting estimators in classical robust statistics provide provably good behavior in high dimensions, as well.

This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar

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