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Thursday, May 17
Computational Statistics
Statistics Inference for High-Dimensional Regression
Thu, May 17, 10:30 AM - 12:00 PM
Grand Ballroom E

Inferential Goals, Targets, and Principles in High-Dimensional Regression (304356)

*Todd A Kuffner, Washington University in St. Louis 

Keywords: High-dimensional; dimension reduction; principled statistical inference.

This talk will focus more on theory than methodology. We will analyze the inferential goals, the targets of inference, and the various principles employed to justify prominent methodologies. A new perspective, motivated by philosophy of science, will be presented on how to discern between competing inferential procedures for high-dimensional regression.