STA 290 Seminar: Shaw-Hwa Lo (Columbia University)

Statistics Seminar: STA 290

Thursday, May 10th, 2012 at 4.10pm, MSB 1147 (Colloquium Room)
Refreshments prior to seminar in MSB 4110 (Statistics Lounge)

Speaker: Shaw-Hwa Lo (Columbia University)

Title: Locating a few needles in a haystack: discovering influential variables – a review

Abstract: A trend in all scientific disciplines, based on advances in technology, is the increasing availability of high dimensional data in which are buried important information. We review a general computer intensive approach, based on an earlier method for detecting which, of many potential explanatory variables, have an influence on a dependent variable Y. This approach is suited to detect influential variables, where causal effects depend on the confluence of values of several variables. It has the advantage of avoiding a difficult direct analysis, involving possibly thousands of variables, by dealing with many randomly selected small subsets from which smaller subsets are selected, guided by a measure of influence I. The main objective is to discover the influential variables, rather than to measure their effects. Once they are detected, the problem of dealing with a much smaller group of influential variables should be vulnerable to appropriate analysis. If time permits, applications and findings on IBD and breast cancer dataset will be presented.