presents
Len Stefanski
of North Carolina State University
Measurement Error and Variable Selection in Parametric and
Nonparametric Models
Abstract
This
talk will start with a discussion of the relationships between
LASSO estimation, ridge regression, and attenuation due to
measurement
error as motivation for, and introduction to, a new generalizable
approach to variable selection in parametric and nonparametric
regression
and discriminant analysis. The approach transcends the
boundaries of parametric/nonparametric models. It will first be
presented in the
familiar context of linear regression where
its relationship to the LASSO will be described. The latter part
of the talk will focus on implementation
of the approach to
nonparametric modeling where sparse dependence on predictors is
desired. Applications to two-category classification problems
will be presented.
Authors: Len Stefanski, Yichao Wu, Kyle White
NC State University
Friday, 14 September
3:00pm - 4:00pm
2203 SAS Hall