Large numbers of explanatory variables
- π€ Speaker: Heather Battey (Imperial College London; Princeton University)
- π Date & Time: Tuesday 10 April 2018, 11:00 - 12:00
- π Venue: Seminar Room 2, Newton Institute
Abstract
The lasso and its variants are powerful methods for regression analysis when there are a small number of study individuals and a large number of potential explanatory variables. There results a single model, while there may be several simple representations equally compatible with the data. I will outline a different approach, whose aim is essentially a confidence set of models. A probabilistic assessment of the method will be given.
The talk is based on joint work with David R Cox.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Heather Battey (Imperial College London; Princeton University)
Tuesday 10 April 2018, 11:00-12:00