[Statlist] Friday, March 4, 2016 with Ryan Tibshirani, Carnegie Mellon University, USA

[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:

Friday, March 4, 2016 at 15.15h  ETH Zurich HG G 19.141
with Ryan Tibshirani (Carnegie Mellon University, USA)
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Title:

Trend Filtering: Some Recent Advances and Challenges

Abstract:

I will discuss trend filtering, a newly proposed tool of Steidl et al. (2006), Kim et al. (2009) for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the penalty term sums the absolute kth order discrete derivatives over the input points. I will give an overview of some interesting connections between these estimates and adaptive spline estimation, in particular, a connection to locally adaptive regression splines of Mammen and van de Geer (1997). If time permits, I will discuss some extensions of trend filtering, namely, to high-dimensional data and (separately) to graph-based data. I will also discuss some of the challenges I see in each of these settings. This represents joint work with Veeranjaneyulu Sadhanala, Yu-Xiang Wang, James Sharpnack, and Alex Smola.


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

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