Statistics Seminar:: Combining/Selecting Models/Procedures

GUEST LECTURER
Dr. Yuhong Yang

AFFILIATION
School of Statistics, University of Minnesota

ABSTRACT
In this talk, I will present some recent results on model
selection and model combining. In the direction of model selection, we will
examine the consistency property of cross validation for comparing two
general regression procedures. When there is much uncertainty in a
model/procedure selection process, combining the candidates suitably can
result in a much improved performance in estimation/prediction. In addition
to presenting some theoretical and empirical results on an
information-theoretic approach to combining models, we will discuss a
fundamental conflict between finding the true model and estimating the
underlying unknown function that cannot be overcome by neither model
selection nor model averaging.

DATE & TIME
Wednesday, April 20, 2005 -- 12:00 PM

DURATION
1 hour

LOCATION
105 Instructional Center

CONTACT PERSON
roshan@isye.gatech.edu