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Data-driven Selection of Penalty in Lasso
Prof. Hung Chen ( Department of Mathematics, National Taiwan University )

2008 - 09 - 26 (Fri.)
15:30 - 17:00
301, Freshman Classroom Building

Due to rapid development in large dimensional data acquisitions such as microarray, scientists look for useful methods on predicting a quantitative measurement when number of predictors p is much greater than n, the sample size. In this talk, we will address issues arose from the data-driven selection of penalty in Lasso when n is of the same order p. In particular, we discuss orthogonal predictors and Mallows’ Cp. BIC will also be addressed.

Time:November 20, 2007 - July 31, 2009
Room:
Organizer:Hung Chen ( Department of Mathematics, National Taiwan University )

Available Talk List

2007-11-20 (Tue.)		The Mass and the Paneitz operator in CR geometry
2007-12-04 (Tue.)		Model Selection via the Group Lasso
2008-01-08 (Tue.)		Nonparametric Estimation For Time-Dependent AUC
2008-01-15 (Tue.)		Identify Design Conditions to Achieve the Optimal Rate of Convergence in a Bivariate Additive Model
2008-02-19 (Tue.)		Optimal Composite Markers for Time-Dependent ROC
2008-03-04 (Tue.)		Adjusted Empirical Likelihood and its Properties
2008-03-18 (Tue.)		Model Checking for ROC Regression Analysis
2008-03-21 (Fri.)		Pseudo-Partial Likelihood for Proportional Hazards Models with Biased-Sampling Data
2008-03-21 (Fri.)		Pseudo-Partial Likelihood Estimators for Cox Regression Model With Missing Covariates
2008-04-15 (Tue.)		Nonparametric Estimation of the Joint Distribution of Survival Time and Mark variables
2008-04-15 (Tue.)		Joint analysis of longitudinal data with informative right censoring
2008-04-29 (Tue.)		An Eigenvector Variability Plot
2008-05-27 (Tue.)		selected review on unified framework of discriminant analysis
2008-06-03 (Tue.)		Differential Expression of Microarray Time Course Data
2008-06-10 (Tue.)		A general logistic type discriminant analysis with U-divergence for contaminated data
2008-06-17 (Tue.)		Binary Time Series Modeling with Application to Adhesion Frequency Experiments
2008-07-15 (Tue.)		Nonparametric Estimation Methods for the Optimal Composite Markers with Censored Survival Data
2008-07-29 (Tue.)		An explanation of "Kernel trick" and the construction of kernels for discrete structures
2008-08-12 (Tue.)		Review of the paper “Analysis of interval-censored longitudinal data with application to onco-haematology”
2008-08-26 (Tue.)		Potential sampling bias of regression models and evolving population models
2008-09-09 (Tue.)		An overview of "Functional Convex Averaging and Synchronization for Time-Warped Random Curve" by Liu and Muller (2004)
2008-09-19 (Fri.)		Model Selection in Regression Analysis: Classical Development
2008-09-26 (Fri.)		Data-driven Selection of Penalty in Lasso
2008-10-03 (Fri.)		Online Learning with Matrix Exponentiated Gradient Updates
2008-10-24 (Fri.)		RELATIONSHIP BETWEEN THE COX, LEHMANN, WEIBULL AND ACCELERATED LIFETIME MODELS
2008-10-31 (Fri.)		Estimation Of Integrated Covolatility For Non-synchronous Assets In The Presence Of Microstructure Noise
2008-11-07 (Fri.)		Testing conditional independence using maximal nonlinear
2008-11-21 (Fri.)		Review of Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions (Fan, J.,Heckman, N. E., and Wand, M. P. (1995))
2008-12-05 (Fri.)		General Adaptive Sparse Principal Component Analysis
2008-12-17 (Wed.)		Supreme Court Judges: Blue or Red?
2008-12-26 (Fri.)		Review of paper “Semiparametric Estimation of Index Coefficients" by Powell J. L., Stock, J. H., and Stoker, T. M.
2009-01-07 (Wed.)		Prediction and Diagnosis of Disease Outcome with Microarray Data and a Classification Method Based on a New Information Measure
2009-02-20 (Fri.)		Review of the paper ``Evaluating Prediction Rules for t-Year
2009-03-06 (Fri.)		Review on the Estimation of Prediction Error in terms of Covariance Penalty
2009-03-11 (Wed.)		Linear Regression Analysis Extension and Application in Financial Market
2009-03-20 (Fri.)		Review on The paper ``Current methods for recurrent events data with dependent termination” (Sinha et al., 2008, JASA, 866-878)"
2009-04-10 (Fri.)		Review on the paper ``Partly conditional survival models for longitudinal data” (Zheng and Heagerty (2005)"
2009-04-13 (Mon.)		Bayesian subset selections in multiple regression models
2009-04-24 (Fri.)		Review on the paper ``Scan statistics with weighted observations”(Chan, H. and Zhang, N. (2007), JASA, 595-602)
2009-04-29 (Wed.)		Analysis of Nonstationary Time Series
2009-05-08 (Fri.)		Improving on t-tests or F-tests for a large number of hypothesis with application to Microarray data analysis
2009-05-22 (Fri.)		Analysis of Nonstationary Time Series
2009-05-27 (Wed.)		Functional Data Analysis: Some Recent Advancement
2009-06-10 (Wed.)		Recursive Structure in Default Probabilities
2009-06-12 (Fri.)		Discussion of the paper “Efficient Estimation In Conditional Single- Index Regression" by Delecroix, Hardle, and Hristache
2009-09-25 (Fri.)		New Testing Procedure for Receiver Operating Characteristic Curves