This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Keyword Search

Keyword Search Criteria: sparsity returned 14 record(s)
Sunday, 08/01/2010
Bayesian Thresholding Rules
Linda Zhao, University of Pennsylvania
3:05 PM

Discovering Sparse Covariance Structures with the Isomap
Amy Wagaman, Amherst College; Elizaveta Levina, University of Michigan
5:05 PM

Monday, 08/02/2010
Global Regularization Under Constraints
Patrick Laurie Davies, University of Duisburg-Essen
8:35 AM

Robust Principal Component Analysis?
Emmanuel Candes, Stanford University; Xiaodong Li, Stanford University; Yi Ma, Microsoft Research Asia; John Wright, Microsoft Research Asia
9:05 AM

Sparse Multivariate Regression with Covariance Estimation
Adam Rothman, University of Michigan; Elizaveta Levina, University of Michigan; Ji Zhu, University of Michigan
9:35 AM

Spectral Regularization Algorithms for Learning Large Incomplete Matrices
Rahul Mazumder, Stanford University; Trevor Hastie, Stanford University; Rob Tibshirani, Stanford University
2:05 PM

Tuesday, 08/03/2010
Improved Minimax Lower Bound for Sparse Approximation Sets
Kyoung Hee Kim, Yale University; Harrison Huibin Zhou, Yale University
9:20 AM

Multivariate Dyadic Regression Trees for Sparse Learning Problems
Han Liu, Carnegie Mellon University; Xi Chen, Carnegie Mellon University
2:05 PM

Wednesday, 08/04/2010
On Estimation of Large Covariance Matrices
Tony Cai, University of Pennsylvania
8:35 AM

Regularization for Stationary Multivariate Time Series
Yan Sun, University of Cincinnati; Xiaodong Lin, Rutgers University
9:05 AM

Regularization, Sparsity, and Rank Restrictions in High-Dimensional Regression
Alan Julian Izenman, Temple University
2:05 PM

A Unified Framework for High-Dimensional Analysis of M-estimators with Decomposable Regularizers
Pradeep Ravikumar, The University of Texas at Austin; Sahand Negahban, University of California, Berkeley; Martin Wainwright, University of California, Berkeley; Bin Yu, University of California, Berkeley
2:30 PM

Thursday, 08/05/2010
A Penalized Matrix Decomposition, with Applications to Sparse Principal Components and Canonical Correlation Analysis
Daniela Witten, Stanford University; Rob Tibshirani, Stanford University; Trevor Hastie, Stanford University
9:25 AM

High-Dimensional Heteroscedastic Regression with Applications in eQTL Data Analysis
Zhongyin John Daye, University of Pennsylvania; Hongzhe Li, University of Pennsylvania
11:35 AM




2010 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.