SNR Estimation under High-dimensional Linear Models

SNR Estimation under High-dimensional Linear Models

Berkeley-Davis Joint Colloquium at Berkeley
Apr 19, 2023, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Xiaodong Li, UC Davis

Estimation of signal-to-noise ratios and residual variances in high-dimensional linear models has important applications including heritability estimation in bioinformatics. Random effects likelihood estimators have been widely used in practice for SNR estimation, and it is known to be consistent when the model is misspecified. In this talk, we aim to investigate the conditions on both the design...