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Activity Number: 446
Type: Invited
Date/Time: Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #305090
Title: Nonparametric Estimation of Eigenvectors
Author(s): Iain Johnstone*+
Companies: Stanford University
Address: Department of Statistics, Stanford, CA, 94305,
Keywords: sparse representation ; covariance matrix ; nonparametric estimation ; principal components
Abstract:

The talk will review some recent results on nonparametric estimation of the principal eigenvector of a large covariance matrix when it is assumed that the population covariance matrix differs from i.i.d. by a fixed number of perturbations of sparse representation. Some connections with sparse estimation of mean vectors may be mentioned if time permits. This is joint work with Debashis Paul.

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