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Thumbnail for entry 6/7/2019, Andrew Womack, Indiana University–Bloomington Horseshoes with heavy tails

6/7/2019, Andrew Womack, Indiana…

duration 1 hour 1 minute

6/7/2019, Andrew Womack, Indiana…

6/7/2019, Andrew Womack, Indiana University–Bloomington Horseshoes with heavy tails

6/7/2019, Andrew Womack, Indiana University–Bloomington Horseshoes with heavy tails

Andrew Womack, Indiana University–Bloomington Horseshoes with heavy tails In high dimensional problems, the usual two groups problem of model selection is impossible due to the combinatorial…

maseeh mathematics + statistics colloquium
horseshoe
problem
signals
thing
half
distribution
things
lasso
phi
risk
tail
selection
bias
log
mass
parameter
function
kappa
gamma
shrinkage
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