Some topics in high dimensional inference

  • 申立勇
  • Created: 2014-12-08
Some topics in high dimensional inference

 

Course No.21626Z    

Period10     

Credits0.5    

Course CategoryLecture     

Primary Coverage
1.l1 regularization and its variants (1 lecture)
2.High dimensional graphical models and re-sampling methods (2 lectures)
Gaussian graphical models
Model selection/tuning via re-sampling
Applications: sparse regression models for building genetic regulatory networks
3.Large scale simultaneous testing (2 lectures)
Multiple hypothesis testing framework and control of type I error rates: family-wise error rate (fwer) procedures, false discovery rate (fdr) procedures, local fdr, etc
Estimating the null distribution and the proportion of null effects: empirical Bayes approach, generalized Fourier approach

 

                                          AuthorJie Pang