Economics Seminar: Helen Zhang, University of Arizona

Empirical

When

3:30 p.m. Dec. 1, 2020

Where

Online: Link sent by email

Hao Helen Zhang, Professor of Applied Mathematics University of Arizona

Title: Sparse and Smooth Function Estimation in Reproducing Kernel Hilbert Spaces

Abstract: This talk will present a new class of regularization framework for high-dimensional nonparametric regression. In particular, a soft-thresholding type function operator will be introduced in the context of reproducing kernel Hilbert spaces to achieve simultaneous sparsity and smoothness in multivariate function estimation. We will discuss theoretical properties of the estimator from various perspectives including function estimation, model selection, and inferences. The empirical performance will be demonstrated via simulated studies and real examples.

Bio: Hao Helen Zhang is Professor of Mathematics and Statistics GIDP at the University of Arizona. Her research areas are statistical machine learning, high dimensional analysis, nonparametric smoothing, and variable selection. She has published more than 80 research articles and the book "Principles and Theory for Data Mining and Machine Learning". Her research has been funded by NSF, NIH, NSA, including the NSF CAREER award and TRIPODS.  Dr. Zhang is Editor-in-chief of STAT and Associate Editor of JASA and JRSS-B. She is Elected Fellow of the American Statistical Association, Fellow of the Institute of Mathematical Statistics, and the 2019 IMS Medallion Lecturer. 

 

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