Statistics Colloquium: Nancy Reid (University of Toronto)
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Date and Time
November 22, 2021
12:00PM - 01:00PM EST
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Location
Zoom - please contact emilie_campanelli@fas.harvard.edu for more information
Title:
Likelihood theory for high-dimensional inference
Abstract:
In this talk we consider to what extent classical methods of inference based on the likelihood function can be extended to high-dimensional settings, and what impact this may have for practice. In particular we will discuss whether or not methods for correcting likelihood inference to adjust for nuisance parameters can be useful. This is based on joint work with H. Battey and with Y. Tang.
