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Activity Number: 101 - Foundation for Big Data Analysis
Type: Invited
Date/Time: Monday, July 31, 2017 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract #321942
Title: Eigenvalues and Variance Components
Author(s): Iain M Johnstone*
Companies: Stanford Universty
Keywords: random matrix ; free probability ; quantitative genetics
Abstract:

Motivated by questions in quantitative genetics, we consider high dimensional versions of some common variance component models. We focus on quadratic estimators of 'genetic covariance' and study the behavior of both the bulk of the estimated eigenvalues and the largest estimated eigenvalue in some plausible asymptotic models. This is joint work with Mark Blows and Zhou Fan.


Authors who are presenting talks have a * after their name.

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