Statistics Seminar:: Combining/Selecting Models/Procedures

Event Details
  • Date/Time:
    • Wednesday April 20, 2005
      12:00 pm - 12:00 am
  • Location: 105 Instructional Center
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Statistics Seminar:: Combining/Selecting Models/Procedures

Full Summary: Statistics Seminar:: Combining/Selecting Models/Procedures

In this talk, I will present some recent results on model
selection and model combining. In the direction of model selection, we will
examine the consistency property of cross validation for comparing two
general regression procedures. When there is much uncertainty in a
model/procedure selection process, combining the candidates suitably can
result in a much improved performance in estimation/prediction. In addition
to presenting some theoretical and empirical results on an
information-theoretic approach to combining models, we will discuss a
fundamental conflict between finding the true model and estimating the
underlying unknown function that cannot be overcome by neither model
selection nor model averaging.

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:38am
  • Last Updated: Oct 7, 2016 - 9:52pm