Northwestern Events Calendar


Statistics Seminar Series: Nonparametric Interaction Selection

When: Wednesday, November 13, 2019
11:00 AM - 12:00 PM Central

Where: 2006 Sheridan Road, B02, Evanston, IL 60208 map it

Audience: Faculty/Staff - Student - Post Docs/Docs - Graduate Students

Contact: Kisa Kowal   (847) 491-3974

Group: Department of Statistics

Category: Academic


Department of Statistics Fall 2019 Seminar Series

Talk Title: Nonparametric Interaction Selection

Speaker: Yichao Wu – Professor, Department of Mathematics, Statistics and Computer Science, The University of Illinois at Chicago

Time: 11:00am

Abstract:  Interaction selection has gained much interest recently. Yet most of the existing interaction methods are parametric. In this talk, I will present a new method to perform nonparametric interaction selection. Our method is based on the estimation framework of coupling backfitting algorithm with local constant smoothing for the additive interaction model. In this framework, it is observed that an interaction term is unimportant if it favors an infinity smoothing bandwidth. Based on this observation, we propose to solve an optimization problem to estimate which interaction terms favor an infinity smoothing bandwidth, thus achieving nonparametric interaction selection. We will provide both numerical evidence and theoretical justification for the proposed nonparametric interaction selection method. 

Location: Department of Statistics, Room B02, 2006 Sheridan Rd, Evanston 60208

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