Spring Seminar Series  April 26, 2007
University of Minnesota
School of Statistics
College of Liberal Arts


Bin Yu
Department of Statistics
University of California, Berkeley

Thursday, April 26, 2007
3:30 PM, 115 Ford Hall
Minneapolis, East Bank Campus
Social at 3:00 PM, 300 Ford Hall


Abstract

In this talk, I would like to give an overview of recent results by my group on research related to L1 penalized minimization. In particular, 
an approximate Lasso algorithm, BLasso, is proposed and related to L2Boosting; an irrepresentable condition is introduced for Lasso to be
model selection consistent and the consequence of this condition's relaxation is studied; finally, I will briefly cover a new penalization framework,
CAP, for grouped and hierarchical selection of predictors, and its fast implementation.