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Abstract Details
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Activity Number:
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322
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Type:
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Topic Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #304201 |
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Title:
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Confidence Set for Variable Selection
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Author(s):
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Yuhong Yang*+
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Companies:
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University of Minnesota
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Address:
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313 Ford Hall, Minneapolis, MN, 55455, United States
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Keywords:
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variable selection ;
confidence set
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Abstract:
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In model selection, it is well-known that selection of predictors can be highly unstable, especially for high-dimensional problems. In this talk, we will try to quantify this instability and propose a method to construct a confidence set of variable selection. Theoretical and computational aspects will be examined.
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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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