[Forum SIS] DSE Seminar Series @ UNIVR - February 14th, 2018 / V. RIVOIRARD (Paris-Dauphine)

[Catia Scricciolo]

******************************************************************************************** 
DSE SEMINAR SERIES - UNIVERSITY OF VERONA 
******************************************************************************************** 

The Department of Economics (DSE), University of Verona, cordially invites 
all interested to attend the following seminar: 

Speaker: Vincent RIVOIRARD (Université Paris-Dauphine) 
Title: INFERENCE FOR HIGH-DIMENSIONAL POISSON REGRESSION PROBLEMS 
Date: February 14th, 2018 
Time: 12:30 pm 
Venue: Polo Santa Marta, Via Cantarane 24, Room 1.59 

Abstract: 
Sparse linear regression problems appear in a variety of settings, but often 
the noise contaminating observations cannot accurately be described as bounded by 
or arising from a Gaussian distribution. Poisson observations in particular are a 
characteristic feature of several real-world applications. Previous work on sparse 
Poisson regression problems encountered several limiting technical hurdles. This 
talk describes a novel alternative analysis approach for sparse Poisson inverse 
problems that (a) sidesteps the technical challenges present in previous work, 
(b) admits estimators that can readily be computed using off-the-shelf LASSO algorithms, 
and (c) hints at a general weighted LASSO framework for broad classes of problems. 
At the heart of this new approach lies a weighted LASSO estimator for which data-dependent 
weights are based on Poisson concentration inequalities. Unlike previous analyses of the 
weighted LASSO, the proposed analysis depends on conditions which can be checked 
or shown to hold in general settings with high probability. 


For more information on the DSE Seminar Series, please visit 
http://www.dse.univr.it/?ent=seminario&lang=en 


Best regards, 
C. Scricciolo 

-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20180208/47af81e5/attachment.html>