SDS Seminar Series – Dr. Will Fithian
Sep
22
2023
Sep
22
2023
Description
The Fall 2023 SDS Seminar Series continues on September 22nd from 2:00 p.m. to 3:00 p.m. with Will Fithian (Department of Statistics, University of California, Berkley). This event is in-person.
Title: Estimating the False Discovery Rate of Model Selection
Abstract: I will introduce a novel method for assessing the false discovery rate (FDR) of a model selection method such as the LASSO, forward-stepwise regression, or the graphical lasso. Our method gives an FDR estimate whose bias is provably non-negative, and can be employed alongside methods like cross-validation or SURE to trade off model selection accuracy against prediction error, or simply to warn the analyst about the likelihood that an estimator's FDR is large. I will also present the main technical tool for this method, conditional calibration, which can also be employed to adjust the Benjamini-Hochberg procedure for dependence, or to improve the power of knockoff methods. This is joint work with Lihua Lei and Yixiang Luo.
Location
Moffett Molecular Biology Building (MBB) 1.210
Share
Other Events in This Series
Oct
11
2024
SDS Seminar Series – Mingyuan Zhou, University of Texas at Austin
Building Faster, Better, and Safer Deep Generative Models via Score Identity Distillation
2:00 pm – 3:00 pm • In Person
Speaker(s): Mingyuan Zhou
Oct
18
2024
SDS Seminar Series – Sherry Zhang, University of Texas at Austin
Pivoting between Space and Time: Spatio-Temporal Analysis with Cubble
2:00 pm – 3:00 pm • In Person
Speaker(s): Sherry Zhang
Oct
25
2024
SDS Seminar Series – Matt Koslovsky, Colorado State University
Sparse Dirichlet-Multinomial Models
2:00 pm – 3:00 pm • In Person
Speaker(s): Matt Koslovsky
Nov
1
2024
SDS Seminar Series – Aaditya Ramdas, Carnegie Mellon University
A Game-Theoretic Theory of Statistical Evidence
2:00 pm – 3:00 pm • In Person
Speaker(s): Aaditya Ramdas
Nov
8
2024
SDS Seminar Series – Myungsoo Yoo, University of Texas at Austin
Dynamic Spatio-Temporal Model Integrating Physics for Fire Front Propagation
2:00 pm – 3:00 pm • In Person
Speaker(s): Myungsoo Yoo
Nov
15
2024
SDS Seminar Series – Rafael Irizarry, Harvard University
Twenty-Five Years of Data Science: Music, Genomics, and Public Health Surveillance
2:00 pm – 3:00 pm • In Person
Speaker(s): Rafael Irizarry
