Neyman Seminar - Random matrices and high-dimensional M-estimation: applications to robust regression, penalized robust regression and GLMs

Neyman Seminar

Apr 17, 2013, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled

Noureddine El Karoui, Department of Statistics, UC Berkeley (Speaker)

I will discuss the behavior of widely used statistical methods in the high-dimensional setting where the number of observations, n, and the number of predictors, p, are both large.

http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=63953