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GdT Stat Optim : Gluing properties of SLOPE in low dimension

31 mars 2021 @ 09:15 -10:15

Speakers: Tomasz Skalski (Wroclaw University of Science and Technology / LAREMA, Université d’Angers)
We consider a low-dimensional linear regression problem. We focus on the necessary and sufficient conditions for gluing properties and the support recovery of a SLOPE estimator in the orthogonal design. Afterwards we extend the problem to the consistency of SLOPE in the asymptotic low-dimensional case after relaxing the orthogonality assumption. Later on we discuss the support recovery of the low-dimensional SLOPE.

The talk is based on a joint research with M. Bogdan, P. Graczyk, B. Kolodziejek, P. Tardivel and M. Wilczynski.

 
https://indico.math.cnrs.fr/event/6608/

Détails

Date :
31 mars 2021
Heure :
09:15 -10:15
Catégorie d’Évènement:
Site :
https://indico.math.cnrs.fr/event/6608/

Lieu

Salle René Baire (IMB)
Salle René Baire (IMB) + Google Map
wpea_event_id:
indico-event-6608@indico.math.cnrs.fr
wpea_event_origin:
ical
wpea_event_link:
https://indico.math.cnrs.fr/event/6608/

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