[Statlist] Next talk: Friday, September 25, 2015 with Damian Kozbur (Seminar für Statistik ETH)

[Maurer Letizia]

ETH and University of Zurich

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

We are glad to announce the following talk:

Friday, September 25, 2015 at 15.15h   ETH Zurich HG G 19.1
Damian Kozbur (Seminar für Statistik ETH)
*************************************************************************************************
Title:

Testing-Based Forward Model Selection

Abstract:

This work develops theory for a Testing-Based Forward Model Selection procedure in linear regression and m-estimation problems. Forward Selection is a greedy procedure which inductively selects covariates which reliably add predictive power into a statistical model. A testing procedure, whose properties resemble traditional statistical hypothesis testing, is assumed as a primitive. It is used as a tool for guiding the forward selection by deciding which variable to include next and when to stop including variables. This offers a flexible and data- driven way to estimate models and construct predictions in high dimensional statistical problems. Probabilistic bounds for prediction error and number of selected covariates are proved for the proposed Testing- Based Forward Selection. The regularity conditions assumed on the set of hypothesis tests are verified for several example problems. The per- formance of Testing-based Forward Selection is compared to Lasso and Post-Lasso in Simulation studies.
*******************************************************************************************************************************************************************
This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar <http://stat.ethz.ch/events/research_seminar> <http://stat.ethz.ch/events/research_seminar <http://stat.ethz.ch/events/research_seminar>>
*******************************************************************************************************************************************************************

Statlist mailing list
Statlist using stat.ch <mailto:Statlist using stat.ch> <mailto:Statlist using stat.ch <mailto:Statlist using stat.ch>>
https://stat.ethz.ch/mailman/listinfo/statlist <https://stat.ethz.ch/mailman/listinfo/statlist> <https://stat.ethz.ch/mailman/listinfo/statlist <https://stat.ethz.ch/mailman/listinfo/statlist>>