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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401
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Type:
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Topic Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #308202 |
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Title:
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A Penalized Likelihood Method for High-Dimensional Sparse Covariance Estimation
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Author(s):
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Kshitij Khare*+
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Companies:
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University of Florida
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Address:
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Department of Statistics, 102 Griffin-Floyd Hall, , Gainesville, FL, 32611,
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Keywords:
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Abstract:
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High dimensional covariance estimation is useful in many applications. In particular, in biomedical application the analysis of high throughput data involves identifying relationships between genes and such analysis can provide useful insights into disease mechanisms. In this talk, we present a penalized likelihood procedure for high dimensional sparse covariance estimation and analyze some of its theoretical properties. Both real and simulated data will be used to show the utility of this procedure.
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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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