Abstract:
We introduce the theory and computation of a semiparametric approach for estimating high dimensional graphical models. There are two main themes of this talk: semiparametric sparsity and statistical optimization. We illustrate the concept of semiparametric sparsity through the transelliptical graphical modeling, and illustrate the concept of statistical optimization through the theoretical analysis of a pathwise coordinate optimization algorithm named PICASA.

Parking available in the Michael Street Visitor parking deck (behind Wayne Rollins Research Building...2nd deck entrance) or at the 1525 Clifton Road Visitor pay parking deck (building directly across the street from Grace Crum Rollins Building). Please visit our webpage at:  http://www.sph.emory.edu/departments_centers/bios/index.html
Questions:  rwaggon@emory.edu