GSO Spring Speaker 2011


The Lasso: Some Novel Algorithms and Applications

Rob Tibshirani
Department of Statistics, Stanford University

Start Date and Time: Fri, 11 Feb 2011, 10:30 AM

End Date and Time: Fri, 11 Feb 2011, 12:00 PM

Venue: LWSN 1142


I will discuss some procedures for modeling high-dimensional data, based on L1 (lasso)-style penalties. I will describe pathwise coordinate descent algorithms for the lasso, which are remarkably fast and facilitate application of the methods to very large datasets for the first time. I will then give examples of new applications of L1 penalties to microarray classification, the fused lasso for signal detection and the matrix completion problem. 

Purdue Department of Statistics, 250 N. University St, West Lafayette, IN 47907

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