How can one combine a collection of estimators of a regression function into a good aggregate? In the last 15 years, this age-old question has received increasing attention within the Mathematical Statistics community. A closely related question of regression in misspecified models has been studied within Statistical Learning using the techniques of empirical processes. We outline the...
We have collected a data set for the social networks of statisticians. The data set consists of the meta information (e.g., authors, abstracts, citation counts) of about 70,000 papers in 36 representative journals in statistics and related fields, from 1984-2015. Our data collection project (which we may call it the Phase II) is a continuation of the recent data collection project by Ji and Jin (which we may call the Phase I)....
Random matrices and high-dimensional M-estimation: applications to robust regression, penalized robust regression and GLMs
I will discuss the behavior of widely used statistical methods in the high-dimensional setting where the number of observations, n, and the number of predictors, p, are both large. I will present limit theorems about the behavior of the corresponding estimators, their asymptotic risks etc... The results apply not only to robust regression estimators, but also Lasso-type estimators and many much more complicated problems. Some of the results answer a question raised by... Read more about ApplMathColloq: Noureddine El Karoui