Seminar Details

Seminar Details


May 3

3:30 pm

The Lasso: Some Novel Algorithms and Applications

Rob Tibshirani (Joint with Biostatistics)


Stanford University - Associate Chairman and Professor of Health Research and Policy

I will discuss some procedures for modelling high-dimensional data, based on L1 (lasso) -style penalties. I will describe pathwise coordinate descent algorithms for the lasso, which are remarkably fast and facilitate application of the methods to very large datasets for the first time. I will then give examples of new applications of L1 penalties to microarray classification, the fused lasso for signal detection and the matrix completion problem.