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Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity
April 8, 2016 @ 11:00 am
Tony Cai (University of Pennsylvania)
The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated around a core group composed of faculty, postdocs and graduate students from different department and affiliated with IDSS. Every week, this audience is supplemented by a large number—often more than doubled—of attendees from all of MIT reflecting the interdisciplinary nature of the stochastics and statistics seminar.