Malgorzata Bogdan, Università di Wroclaw (PL)
Date: 26 SEPTEMBER 2018 at 16:00
Event location: Aula III, 2nd floor, Department of Statistics, Via Belle Arti1 41, Bologna
Type: Statistics Seminars
Abstract:
Sorted L-One Penalized Estimation (SLOPE) is a relatively new method of convex optimization for
solving problems related to the analysis of Large Data Sets. In this talk we will introduce the
method and give an overview of current theoretical results and applications for different statistical
problems including the robust regression, gaussian graphical models and portfolio optimization.
Il Direttore
Prof. Angela Montanari
La S.V. è invitata