Trend Filtering, From Univariate to Graphs, and Old and to New

Neyman Seminar
Neyman Seminar
Feb 24, 2020 4:00pm to 5:00pm
1011 Evans Hall
Happening As Scheduled
This talk is centered around trend filtering, a relatively recent method for nonparametric regresson based on penalizing the L1 norm of discrete derivatives. We will discuss some of the unique features of this method that "make it work", and briefly cover extensions to additive models and graphs. We will finish by discussing connections to what are an old topic in numerical analysis---discrete...
Ryan Tibshirani, Carnegie Mellon University