[Forum SIS] Bocconi DEC Seminar Yi Li - January 14th

[anna.simoni a unibocconi.it]

Dear collegues, 



The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar: 



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DEC Seminar 
Università Bocconi, 
Room C 
Via Sarfatti 25 - ground floor 
Time: 4:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, January 14th 

Yi Li 
(Department of Biostatistics, Harvard University) 

"A New Class of Adaptive Dantzig Selectors for Censored Linear Regression Models " 

Abstract: 

The Dantzig variable  selector has recently emerged as a powerful tool for fitting regularized regression models. 
A key advantage is that it does not pertain to a particular likelihood or objective function, as opposed to the existing penalized likelihood methods,and hence has the potential for wide applications. 
To our knowledge, all the Dantzig selector work has been performed with fully observed response variables. 
This paper proposes a  new class of adaptive Dantzig variable selectors for linear regression models when the response variable  is subject to right censoring. This is motivated by a clinical study of detecting predictive genes for myeloma patients' event-free survival, which is subject to right censoring. 
Under some mild conditions, we establish the theoretical properties of our procedures, including consistency in model selection (i.e. the right subset model will be identified  with a probability tending to 1) and the oracle property of the estimation (i.e. the asymptotic distribution of the estimates is the same as that when the true subset model is known a priori). 
The practical utility of the proposed adaptive Dantzig selectors is verified via extensive simulations. 
We apply the new method to the aforementioned myeloma clinical trial and identify important predictive genes for patients' event free survival. 
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Sincerely, 
Anna Simoni 



Anna Simoni 

Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 

Email:anna.simoni a unibocconi.it 

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