Statistics Seminar Speaker Max Grazier G'Sell, 2/5/14 @ 4:15 pm

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Wednesday Feb 05 2014

Statistics Seminar Speaker Max Grazier G'Sell, 2/5/14 @ 4:15 pm

4:15pm @ G01 Biotech

This week's Statistics Seminar Speaker will be Max Grazier G'Sell from Stanford University.  

Inference for the Graphical Lasso and Correlation-Based Single-Linkage Clustering

Correlation-based methods such as the graphical lasso and hierarchical clustering are often used to detect dependence structure in large data sets.  In this talk we consider the problem of obtaining inferential guarantees about the groups of variables identified by these methods.  We present new results on the asymptotic distributions of order statistics of correlations, and apply them to obtain inferential tools for the graphical lasso and single-linkage hierarchical clustering.  We also introduce connections to our recent work on sequential stopping rules and false discovery rate control.

Refreshments will be served after the seminar in 1181 Comstock Hall.