BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20251121T113303EST-90675E733W@132.216.98.100 DTSTAMP:20251121T163303Z DESCRIPTION:The role of tuning parameters in high dimensional problems.\n\n Various forms of penalty functions have been developed for regularized est imation. Screening approaches are often used to reduce the number of covar iate before penalized estimation. However\, in certain problems\, the numb er of covariates remains large after screening. For example\, in genome-wi de association studies\, the purpose is to identify Single Nucleotide Poly morphisms (SNPs) that are associated with certain traits. Because of the s trong correlation of nearby SNPs\, screening can only reduce the number of SNPs from millions to tens of thousands. Several penalty functions have b een proposed for such high dimensional data. However\, it is unclear which class of penalty functions is the appropriate choice for a particular app lication. In this talk\, I will discuss the results of the theoretical ana lysis to relate the ranges of tuning parameters of various penalty functio ns with the dimensionality of the problem and the minimum effect size.\n DTSTART:20170316T193000Z DTEND:20170316T203000Z LOCATION:room D4-2019\, CA\, QC\, Sherbrooke\, Seminar Statistique Sherbroo ke\, 2500 Boul de L'Université SUMMARY:Ting-Huei Chen\, Université Laval URL:/mathstat/channels/event/ting-huei-chen-universite -laval-266913 END:VEVENT END:VCALENDAR