Zeljko Kareta: Covariance and precision matrix estimation, and dimension reduction in regression problems

Zeljko Kereta (Department of Computational Physiology, Simula Research Laboratory) will give a talk on October 1st at 14:15 in the Erling Sverdrups plass, Niels Henrik Abels hus, 8th floor.

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Zeljko Kereta is a Postdoctoral Fellow at the Simula Research Laboratory (NOR)

Title: Covariance and precision matrix estimation, and dimension reduction in regression problems

Abstract: Many problems in data analysis can be formulated as learning the structure or a function of the data in a high-dimensional ambient space. To mitigate the effects of high-dimensionality, a number of recent advances are based on the observation that real-world data has an underlying low-dimensional structure. In this talk we present finite sample concentration inequalities, for the estimation of covariance and precision matrices for high-dimensional random vectors, which exploit the low-dimensional complexity of data. We discuss the learning of high dimensional functions where the relationship between the features and the responses is of a lower dimensional nature. Our focus is on the monotonic single-index model,  and a novel nonlinear generalization thereof.

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Tags: Seminar Series in Statistics and Data Science
Published Sep. 20, 2019 9:10 AM - Last modified Sep. 26, 2019 2:59 PM