{"121261":{"#nid":"121261","#data":{"type":"event","title":"Adaptive Est. of Large Covariance Matrices","body":[{"value":"\u003Cp\u003ESTATISTICS SEMINAR\u003C\/p\u003E\u003Cp\u003ETITLE:\u0026nbsp;\u0026nbsp; Adaptive Estimation of Large Covariance Matrices\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Dr. Ming Yuan\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EEstimation of large covariance matrices has drawn considerable recent attention and the theoretical focus so far is mainly on developing a minimax theory over a fixed parameter space. In this talk, I shall discuss adaptive covariance matrix estimation where the goal is to construct a single procedure which is minimax rate optimal simultaneously over each parameter space in a large collection. The estimator is constructed by carefully dividing the sample covariance matrix into blocks and then simultaneously estimating the entries in a block by thresholding. I shall also illustrate the use of the technical tools developed in other matrix estimation problems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Adaptive Est. of Large Covariance Matrices"}],"uid":"27187","created_gmt":"2012-04-02 11:25:56","changed_gmt":"2016-10-08 01:58:37","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-04-05T16:00:00-04:00","event_time_end":"2012-04-05T17:00:00-04:00","event_time_end_last":"2012-04-05T17:00:00-04:00","gmt_time_start":"2012-04-05 20:00:00","gmt_time_end":"2012-04-05 21:00:00","gmt_time_end_last":"2012-04-05 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDr. Ming Yuan\u0026nbsp; \u003Ca href=\u0022mailto:ming.yuan@isye.gatech.edu\u0022\u003Eming.yuan@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}