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DTSTART:20170326T010000
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DTSTART:20171029T010000
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DTSTART;TZID=Europe/Paris:20171127T140000
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SUMMARY:Elisabeth GASSIAT (Université Paris-Sud) - "Estimation of the proportion of explained variation in high dimensions"
DESCRIPTION:\nThe Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 27th of November 2017\nPlace: Room 3001.\nElisabeth GASSIAT (Université Paris-Sud) “Estimation of the proportion of explained variation in high dimensions“ \nAbstract \nEstimation 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:\n— not knowing the sparsity of the regression parameter\,\n— not knowing the variance matrix of the covariates\non minimax estimation of heritability.\nIn the situation where the variance of the design is known\, I will present an estimation procedure that adapts to unknown sparsity.\nwhen 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.\n(Joint work with N. Verzelen\, and PHD thesis of A. Bonnet).\n \nOrganizers:\nCristina BUTUCEA\, Alexandre TSYBAKOV\, Eric MOULINES\, Mathieu ROSENBAUM\nSponsors:\nCREST-CMAP\n \n\n
URL:https://crest.science/event/elisabeth-gassiat-universite-paris-sud-tba/
CATEGORIES:Statistics
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