Course/seminar

Johannes Lederer, Bochum University

March 05, 2018

14 hours on 4 days (5/03 - 7/03 - 12/03 - 14/03)

Louvain-la-Neuve

ISBA - C115 and C319

Date: 
Monday, March 5, 2018

Introduction into high-dimensional statistics : Theory and Practice, by Johannes Lederer, Bochum University

 
Dates  
5/03 - 7/03 - 12/03 - 14/03/2018 at ISBA, UCL, Louvain-la-Neuve

 

Address: 
ISBA - C115 and C319
Voir du Roman Pays 20
1348 Louvain-la-Neuve
Belgium
14 hours on 4 days (5/03 - 7/03 - 12/03 - 14/03)

Sylvain Sardy, Université de Genève

February 16, 2018

14:30

Louvain-la-Neuve

ISBA - C115 (Seminar Room Bernoulli)

Date: 
Friday, February 16, 2018

Thresholding tests

Abstract:

We propose new test statistics based on lasso to test a null-hypothesis in generalized linear models. We show that under $H_0$ the test statistics are pivotal in the Gaussian case and asymptotically pivotal otherwise in the exponential family. With these new tests, the level is closer to the nominal level and the power is higher than existing tests in low and high dimension as well as for sparse and dense alternative hypotheses.

 
 
Address: 
ISBA - C115 (Seminar Room Bernoulli)
Voir du Roman Pays 20
1348 Louvain-la-Neuve
Belgium
14:30

Sylvain Sardy, Université de Genève

February 15, 2018

8 hours on 2 days (15/02 - 16/02)

Louvain-la-Neuve

ISBA - C115 (Seminar Room Bernoulli) and C045 (Salle Gauss)

Date: 
Thursday, February 15, 2018

Statistics and optimisation by Professor Sylvain Sardy, Université de Genève

 
Dates  
15/02/2018 and 16/02/2018 at ISBA, UCL, Louvain-la-Neuve
 
Registration
Address: 
ISBA - C115 (Seminar Room Bernoulli) and C045 (Salle Gauss)
Voir du Roman Pays 20
1348 Louvain-la-Neuve
Belgium
8 hours on 2 days (15/02 - 16/02)