Harrison Zhou - Yale University

Starts: 4:00 pm on Thursday, April 10, 2014
Ends: 5:00 pm on Thursday, April 10, 2014
Location: MCS 148

Title: Asymptotic Normality and Efficiency In Estimation of High-dimensional Graphical Models. Abstract: In this talk we will first introduce an asymptotically normal and efficient result for estimation of high-dimensional Gaussian graphical model under a sparseness assumption, which is shown to be not only sufficient, but also necessary, then present some preliminary analogous results for Ising model.