Tuesday, November 7, 2017
3:30 pm - 4:30 pm
701 Blockley Hall, 423 Guardian Drive, Philadelphia, PA 19104
Title: Adaptive Estimation of High Dimensional Partially Linear Model
Abstract: Consider the partially linear model (PLM) with random design: Y=X\beta^*+g(W)+u, where g(.) is an unknown real-valued function, X is p-dimensional, W is one-dimensional, and \beta^* is s-sparse. Our aim is to estimate \beta^* based on n i.i.d. observations of (Y,X,W) with possibly n