Statistics seminar 2018: Sorted L-One Penalized Estimation

Data: 26 settembre 2018 dalle 16:00 alle 18:00
Luogo: Dipartimento di Scienze Statistiche - via delle Belle Arti 41 - Aula III

Relatore
Malgorzata Bogdan
Università di Breslavia

Abstract
Sorted L-One Penalized Estimation (SLOPE) is a relatively new method of convex optimization for solving problems related to the analysis of Large Data Sets. In this talk we will introduce the method and give an overview of current theoretical results and applications for different statistical problems including the robust regression, gaussian graphical models and portfolio optimization.

Organizzazione
Angela Montanari