Place: 4274 Chamberlin (refreshments will be served)
Speaker: Ming Yuan, UW Department of Statistics
Abstract: The analysis of high-dimensional data now commonly arising in scientific investigations poses many statistical challenges not present in smaller scale studies. In this talk, I will survey some main ideas and problems, in particular, in recovering high dimensional sparse signals and estimating large matrices -- two classes of problems that have attracted much recent interests in a range of fields including statistics, applied math and electrical engineering. Time permitting, I will also discuss their implications in other scientific domains.