This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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560
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Type:
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Invited
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Date/Time:
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Wednesday, August 4, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #306227 |
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Title:
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Penalized Convex Minimization
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Author(s):
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Cun-Hui Zhang*+
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Companies:
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Rutgers University
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Address:
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110 Frelinghuysen Road, Piscataway, NJ, 08854,
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Keywords:
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penalized methods ;
least squares estimator ;
convex minimization ;
selection consistency ;
generalized linear models ;
quantile regression
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Abstract:
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Penalized methods are widely used in high-dimensional data analysis. In linear regression, a number of penalized least squares estimators are rate optimal in consistent variable selection and estimation of regression coefficients. Extensions of such results to more general convex minimization problems will be considered. Examples include generalized linear models and quantile regression.
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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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