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College of Arts & Sciences
Department of Statistics


Hao Helen Zhang Colloquium

Thursday, 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.