# High-dimensional model estimation and model selection

- Institution: CERN
- Department: LPCC Workshops
- Speaker: Christian MUELLER
- Year: 2015
- Language: English
- Subjects: Computer science
- Source: [CERN](https://videos.cern.ch/record/3012818)
- Licence: [CERN](http://copyright.web.cern.ch)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

I will review concepts and algorithms from high-dimensional statistics for linear model estimation and model selection. I will particularly focus on the so-called p>>n setting where the number of variables p is much larger than the number of samples n. I will focus mostly on regularized statistical estimators that produce sparse models. Important examples include the LASSO and its matrix extension, the Graphical LASSO, and more recent non-convex methods such as the TREX. I will show the applicability of these estimators in a diverse range of scientific applications, such as sparse interaction graph recovery and high-dimensional classification and regression problems in genomics..

0:00:00 Slide 1

0:01:25 Slide 2

0:01:34 Slide 3

0:01:44 Slide 4

0:01:52 Slide 5

0:02:57 Slide 6

0:03:24 Slide 7

0:03:58 Slide 8

0:04:11 Slide 9

0:05:08 Slide 10

0:06:14 Slide 11

0:06:34 Slide 12

0:07:02 Slide 13

0:07:20 Slide 14

0:07:40 Slide 15

0:08:18 Slide 16

0:08:28 Slide 17

0:08:42 Slide 18

0:09:00 Slide 19

0:11:48 Slide 20

0:12:09 Slide 21

0:12:39 Slide 22

0:13:24 Slide 23

0:13:35 Slide 24

0:13:51 Slide 25

0:14:34 Slide 26

0:15:50 Slide 27

0:15:54 Slide 28

0:16:59 Slide 29

0:17:20 Slide 30

0:17:24 Slide 31

0:18:32 Slide 32

0:18:46 Slide 33

0:19:07 Slide 34

0:19:43 Slide 35

0:20:44 Slide 36

0:20:50 Slide 37

0:21:20 Slide 38

0:21:35 Slide 39

0:21:49 Slide 40

0:22:03 Slide 41

0:22:17 Slide 42

0:22:30 Slide 43

0:22:40 Slide 44

0:22:48 Slide 45

0:22:58 Slide 46

0:23:11 Slide 47

0:23:21 Slide 48

0:23:36 Slide 49

0:24:01 Slide 50

0:24:15 Slide 51

0:25:07 Slide 52

0:25:28 Slide 53

0:25:57 Slide 54

0:26:08 Slide 55

0:26:33 Slide 56

0:27:24 Slide 57

0:28:13 Slide 58

0:28:46 Slide 59

0:29:44 Slide 60

0:31:13 Slide 61

0:31:27 Slide 62

0:31:59 Slide 63

0:32:11 Slide 64

0:32:30 Slide 65

0:32:47 Slide 66

0:33:02 Slide 67

0:33:07 Slide 68

0:33:22 Slide 69

0:33:44 Slide 70

0:33:57 Slide 71

0:34:13 Slide 72

0:34:28 Slide 73…

## Lectures

1. [High-dimensional model estimation and model selection](https://invisiblenetwork.ai/learn/cern/3012818/713796404fe4), 40 min (CERN's player)