Printable PDF
Department of Mathematics,
University of California San Diego

****************************

Graduate Students in Probability Seminar

Yunyi Zhang

UCSD

Topics of bootstrap method for high dimensional mean and regression

Abstract:

Bootstrap method, being an alternative of statistical inference based on normal distribution, is popular in modern time statistics. In this talk, I will introduce the theoretical background of bootstrap algorithm and demonstrate how to use bootstrap methods to deal with high dimensional inference problem, like confidence interval for high dimensional mean and high dimensional Lasso.

October 28, 2019

10:00 AM

AP&M 5829

****************************