geometric perspective

Tuesday, October 13, 2015 - 1:25pm - 2:25pm
Arindam Banerjee (University of Minnesota, Twin Cities)
The talk will discuss recent advances in the analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, using geometric techniques. Analysis of estimation error for regularized problems needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. The talk will discuss new results on all four aspects.
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