### Large numbers of explanatory variables

Statistics Seminar

16th November 2018, 2:00 pm – 3:00 pm

Main Maths Building, SM3

The lasso and its variants are powerful methods for regression analysis

when there are a small number of study individuals and a large number of

potential explanatory variables. There results a single model, while

there may be several models equally compatible with the data. I will

outline a different approach whose aim is essentially a confidence set

of effective simple representations. A probabilistic assessment of the method will be given.

The talk is based on joint work with David R Cox

*Organiser*: Song Liu

## Comments are closed.