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Activity Number:
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526
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Type:
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Invited
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Date/Time:
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Thursday, August 2, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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ASA Interest Group on Statistical Learning and Data Mining
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| Abstract - #308108 |
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Title:
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Lasso Regression: Some Recent Developments
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Author(s):
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David Madigan*+
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Companies:
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Rutgers University
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Address:
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77 Hamilton Street, New Brunswick, NJ, 08901,
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Keywords:
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lasso ; massive data
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Abstract:
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L1-penalized regression has attracted considerable attention in recent years. The approach provides simultaneous variable selection and shrinkage and scales to ultra high-dimensional problems. Recent developments include the group lasso and the fused lasso. This talk will review these developments. Motivated by applications in vaccine studies and early-stage drug safety modeling I will describe some recent progress combining hierarchical partition models with fused and grouped lasso within a Bayesian framework. (joint work with Suhrid Balakrishnan)
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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