Hao Helen Zhang ColloquiumThursday, October 8, 2015 - 2:45pm
(THIS COLLOQUIUM HAS BEEN CANCELED DUE TO WEATHER.)
Statistics Department Colloquium
Where: Close-Hipp Building, Room 364
Speaker: Hao Helen Zhang
Affiliation: University of Arizona, Department of Mathematics & Statistics
Title: Interaction Selection for Ultra-High Dimensional Problems
Abstract: In high dimensional regressions, the problem of interaction selection poses challenges both in computation and theory. We investigate some key issues and reveal new interesting theoretical results. A new class of methods are proposed for interaction selection, which are feasible for high dimensional data even when the dimension increases exponentially fast with the sample size. Numerical examples are shown to demonstrate promising performance of the new methods.