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Activity Number:
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296
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Type:
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Invited
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Date/Time:
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Tuesday, August 5, 2008 : 2:00 PM to 3:50 PM
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Sponsor:
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Statistical and Applied Mathematical Sciences Institute
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| Abstract - #300040 |
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Title:
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Covariance Estimation in High-Dimensional Graphical Models
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Author(s):
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Bala Rajaratnam*+
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Companies:
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Stanford University
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Address:
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Department of Statistics, Sequoia Hall, Stanford, CA, 94305-4065,
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Keywords:
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Abstract:
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Recent advances in high dimensional inference have demonstrated the efficacy of Graphical models in dimensionality reduction with applications ranging from Genomics and Finance to Climate modeling. In this talk we investigate new inferential and model selection procedures for covariance estimation best suited to high dimensional graphical models. We compare and contrast the performance of our methods to existing methods. In the process, we are also led to explicitly consider the eigenvalue behavior of large random matrices.
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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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