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SUMMARY:Large numbers of explanatory variables - Heather Battey (Imperial 
 College London\; Princeton University)
DTSTART:20180410T100000Z
DTEND:20180410T110000Z
UID:TALK103786@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:<span>The lasso and its variants are powerful methods for regr
 ession analysis when there are a small number of study individuals and a l
 arge number of potential explanatory variables. There results a single mod
 el\, while there may be several simple representations equally compatible 
 with the data. I will outline a different approach\, whose aim is essentia
 lly a confidence set of models. A probabilistic assessment of the method w
 ill be given.&nbsp\;<br> <br> The talk is based on joint work with David R
  Cox.</span>  <br><br><br><br>
LOCATION:Seminar Room 2\, Newton Institute
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