Breakdown Point of Model Selection when the Number of Variables Exceeds the Number of Observations

George Mason University
CDS/CCDS/Statistics Colloquium Series
Seminar Announcement

Breakdown Point of Model Selection when the
Number of Variables Exceeds the Number of Observations

David Donoho

Department of Statistics,
Stanford University

Research 1, Room 301, Fairfax Campus
George Mason University, 4400 University Drive, Fairfax, VA 22030

Time: 10:30 a.m. Refreshments, 10:45 a.m. Colloquium Talk
Date: March 21, 2008

ABSTRACT

This seminar is a virtual presence seminar of some of the most recent work in the world. The presentation will be a video of the opening lecture for Workshop on Statistical Theory and Methods for Complex, High-Dimensional Data at the Isaac Newton Institute for Mathematical Sciences at Cambridge University, England. This presentation was originally made on January 17, 2008. The focus of the workshop has been on problems involving high dimensional statistical data with special emphasis on problems where the dimension of the data is much greater than the sample size. This lecture focuses on an overview of problems, particularly regression problems, with p >> n.