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Elisabeth GASSIAT (Université Paris-Sud) – “Estimation of the proportion of explained variation in high dimensions”

November 27, 2:00 pm - 3:15 pm

The Statistical Seminar: Every Monday at 2:00 pm.

Time: 2:00 pm – 3:15 pm
Date: 27th of November 2017
Place: Room 3001.

Elisabeth GASSIAT (Université Paris-Sud) “Estimation of the proportion of explained variation in high dimensions

Abstract

Estimation of heritability of a phenotypic trait based on genetic data may be set as estimation of the proportion of explained variation in high dimensional linear models. I will be interested in understanding the impact of:

— not knowing the sparsity of the regression parameter,

— not knowing the variance matrix of the covariates

on minimax estimation of heritability.

In the situation where the variance of the design is known, I will present an estimation procedure that adapts to unknown sparsity.

when the variance of the design is unknown and no prior estimator of it is available,  I will show that  consistent estimation of heritability is impossible.

(Joint work with N. Verzelen, and PHD thesis of A. Bonnet).

 

Organizers:
Cristina BUTUCEA, Alexandre TSYBAKOV, Eric MOULINES, Mathieu ROSENBAUM

Sponsors:
CREST-CMAP

 

Details

Date:
November 27
Time:
2:00 pm - 3:15 pm
Event Category:

Venue