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PRODID:-//University of Utah Math Department//Autoregressive model selection with simultaneous sparse coefficient estimation//EN
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X-WR-CALNAME:Autoregressive model selection with simultaneous sparse coefficient estimation
X-WR-CALDESC:Autoregressive model selection with simultaneous sparse coefficient estimation at University of Utah Mathematics Department
X-WR-TIMEZONE:America/Denver
BEGIN:VEVENT
UID:20120112T160000-hailin-sang@math.utah.edu
DTSTART;TZID=America/Denver:20120112T160000
DTEND;TZID=America/Denver:20120112T170000
DTSTAMP:20260922T150857Z
SUMMARY:Autoregressive model selection with simultaneous sparse coefficient estimation
DESCRIPTION:Speaker: Hailin Sang\, Indiana University, Bloomington\n\nIn this talk we study a sparse coefficient estimation procedure for autoregressive (AR) models based on penalized conditional maximum likelihood. The penalized conditional maximum likelihood estimator (PCMLE) thus developed has the advantage of performing simultaneous coefficient estimation and …

LOCATION:JWB 335

URL:https://www.math.utah.edu/research/colloquia/2012-01-12-hailin-sang/
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