Inducement of Sparsity
20.05.2022 11:15 – 12:15
RESEARCH CENTER FOR STATISTICS SEMINAR / ABSTRACT
The pioneering work on parameter orthogonalisation by Cox and Reid (1987) is presented as inducement of population-level sparsity. The latter is taken as a unifying theme for the talk, in which sparsity-inducing parameterisations or data transformations are sought. Three recent examples are framed in this light: sparse parameterisations of covariance models; construction of factorisable transformations for the elimination of nuisance parameters; and inference in high-dimensional regression. The solution strategy for the problem of exact or approximate sparsity inducement appears to be context specific and may entail, for instance, solving one or more partial differential equation, or specifying a parameterised path through transformation or parameterisation space.
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Organisé par
Faculté d'économie et de managementResearch Institute for Statistics and Information Science
Intervenant-e-s
Heather BATTEY, Imperial College London, UKentrée libre
Classement
Catégorie: Séminaire
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