STA 290 Seminar: Bodhisattva Sen (Columbia Univ)

Statistics Colloquium: STA 290

Thursday, March 13th at 4:10pm, MSB 1147 (Colloquium Room)
Refreshments at 3:30pm in MSB 4110 (4th floor lounge)

Speaker: Bodhisattva Sen, Columbia University

Title: "Nonparametric Convex Regression"

Abstract: I will introduce and motivate estimation of nonparametric convex regression and describe some recent advances in this topic. Estimation of a multivariate convex regression function will be discussed along with an application to testing goodness-of-fit for linear models. Adaptation properties of convex regression will be illustrated by computing risk bounds. The talk will end with some open problems in this area.