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X-WR-CALNAME;VALUE=TEXT:Statistics Colloquium Series
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SUMMARY:Statistics Colloquium Series
DESCRIPTION:<p>	Our upcoming event for the Statistics Department Colloquium Series is scheduled for this Monday, April 24th from 12:00 – 1:00pm (ET) and will be an in-person presentation Science Center Rm. 316. The speaker will be Will Fithian who is an associate professor of statistics at UC Berkeley.</p><p>	<strong>Title:</strong> Estimating the false discovery rate of model selection</p><p>	<strong>Abstract:</strong> I will introduce a novel method for assessing the false discovery rate (FDR) of a model selection method such as the LASSO, forward-stepwise regression, or the graphical lasso. Our method gives an FDR estimate whose bias is provably non-negative, and can be employed alongside methods like cross-validation or SURE to trade off model selection accuracy against prediction error, or simply to warn the analyst about the likelihood that an estimator's FDR is large. I will also present the main technical tool for this method, conditional calibration, which can also be employed to adjust the Benjamini-Hochberg procedure for dependence, or to improve the power of knockoff methods.</p><p>	 </p>
LOCATION:Science Center, Room 316
STATUS:CONFIRMED
DTSTART:20230424T160000Z
DTEND:20230424T170000Z
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