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X-WR-CALNAME;VALUE=TEXT:CMSA Talk: Han Liu
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SUMMARY:CMSA Talk: Han Liu
DESCRIPTION:Title: Transelliptical Graphical Models: Theory and ComputationAbstract: We introduce the theory and computation of a semiparametric approach for estimating high dimensional graphical models. There are two main themes of this talk: semiparametric sparsity and statistical optimization. We illustrate the concept of semiparametric sparsity through the transelliptical graphical modeling, and illustrate the concept of statistical optimization through the theoretical analysis of a pathwise coordinate optimization algorithm named PICASA.(Random Matrix and Probability Theory seminar: flyer)
LOCATION:Science Center Rm. 232
STATUS:CONFIRMED
DTSTART:20140917T163000Z
DTEND:20140917T180000Z
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