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Abstract Details

Activity Number: 444
Type: Invited
Date/Time: Wednesday, August 1, 2012 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #303870
Title: Testing Hypotheses in the High-Dimensional Setting
Author(s): Tony Cai*+
Companies: University of Pennsylvania
Address: Wharton - Statistics 400 JMHH, PHILADELPHIA, PA, 19104, United States
Keywords: hypothesis testing ; covariance matrix ; high dimensional inference
Abstract:

In this talk, I will discuss some recent results on hypothesis testing in the high-dimensional setting where the dimension can be much larger than the sample size. The problems include testing large covariance matrices and high-dimensional signals. These testing problems exhibit new features that are quite different from the conventional low-dimensional problems.


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