[ABE-L] Ciclo de Palestras - PPGE-IM/UFRJ - 28 de AGOSTO

[Maria Eulalia Vares]

Prezados colegas,

O próximo evento do ciclo de palestras do PPG em Estatística - IM-UFRJ
ocorrerá na quarta-feira, 28 de agosto, no horário das 15h30 às 17h00,
Local: Laboratório de Sistemas Estocásticos (LSE), Sala I-044-B, Centro de
Tecnologia - UFRJ.

Detalhes do seminário seguem abaixo.

*Palestrante*: Rodney Fonseca (UFBA)

*Título*:  Wavelet Feature Screening

*Resumo*:  An initial screening of which covariates are relevant is a
common practice in high-dimensional regression models. The classic feature
screening selects only a subset of covariates correlated with the response
variable. However, many important features might have a relevant albeit
highly nonlinear relation with the response. One screening approach that
handles nonlinearity is to compute the correlation between the response and
nonparametric functions of each covariate. Wavelets are powerful tools for
nonparametric and functional data analysis but are still seldom used in the
feature screening literature. In this talk, we introduce a wavelet feature
screening method that can be easily implemented. Theoretical and simulation
results show that the proposed method can capture true covariates with high
probability, even in highly nonlinear models. We also present an example
with real data in a high-dimensional setting. This is a joint work with
Pedro Morettin and Aluísio Pinheiro.

Mais informações podem ser encontradas no site:
https://www.dme.ufrj.br/?page_id=3579.

Organizadores: Maria Eulalia Vares e Widemberg S Nobre

Atenciosamente,


-- 
Maria Eulalia Vares
Professora Titular - Instituto de Matemática - UFRJ
Coordenadora do Programa de Pós-Graduação em Estatística
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