Johannes Lederer: Tuning Parameter Calibration for Large and High-dimensional Data
Johannes Lederer (Faculty of Mathematics, Ruhr-Universität of Bochum, GER) will give a talk on June 21st at 14:15 in the Erling Sverdrups plass, Niels Henrik Abels hus, 8th floor.
Johannes Lederer is Professor of Statistics, Machine Learning & Data Science at the Faculty of Mathematics of the Ruhr-Universität of Bochum (GER)
Title: Tuning Parameter Calibration for Large and High-dimensional Data
Abstract: Large and high-dimensional data has become a major source of knowledge in Economics, Biology, Astronomy, and many other fields. However, lasso and other standard methods for such data depend on tuning parameters that are difficult to calibrate. In this talk, we introduce novel approaches to this calibration and demonstrate their features in theory, computations, and applications.
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