Rebecca Lewis - Cox reduction and confidence sets of models (- in person stat seminar)
| Dates: | 15 March 2023 |
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| Times: | 14:00 - 15:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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| Who is it for: | University staff, External researchers, Current University students |
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| Speaker: | Rebecca Lewis |
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Rebecca Lewis, PhD student in the Department of Mathematics at the Imperial College London is our speaker for the Statistics seminar series.
Title: Cox reduction and confidence sets of models
Abstract: In the context of sparse high-dimensional regression problems, Cox and Battey (2017, 2018) emphasised the need for confidence sets of models: an enumeration of those small sets of variables that fit the data equivalently well in a suitable statistical sense. This is to be contrasted with the single model returned by penalised regression procedures, effective for prediction but potentially misleading for subject-matter understanding. In this talk, I will provide insights into Cox and Battey's proposed construction of a model confidence set, characterising the models that are likely to be retained in the set, identifying features of the covariate matrix that may reduce the procedure's efficacy and suggesting improvements to mitigate these.
Venue:
Room G108
Alan Turing Building
Manchester
M13 9PL
Speaker
Rebecca Lewis
Organisation: Imperial College London
Travel and Contact Information
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Room G108
Alan Turing Building
Upper Brook street
Manchester
