A special feature of Probability and Statistics Day at UMBC 2014 is that the conference, including the workshop, is open to all statistics graduate students from UMBC and local universites free of charge; however, REGISTRATION IS REQUIRED! The deadline to register is Friday, April 11, 2014. // REGISTER NOW
For more information, contact any member of the organizing committee:
Bimal Sinha
Conference Chair
443.538.3012
Kofi Adragni
410.455.2406
Yvonne Huang
410.455.2422
Yaakov Malinovsky
410.455.2968
Thomas Mathew
410.455.2418
Nagaraj Neerchal
410.455.2437
DoHwan Park
410.455.2408
Junyong Park
410.455.2407
Anindya Roy
410.455.2435
Elizabeth Stanwyck
410.455.5731
Participant Information
Johan Lim
Paper: Recent advances on fused lasso regression
The fused lasso regression (FLR) is an important special case of l1-regularized regression. In the FLR, not only that the sparsity among the coefficients is promoted, but also “adjacent” coefficients tend to have the same values, where the adjacency is determined by the application. In this talk, we review some recent advances of fused lasso regression which include (i) consistency of the estimates of fused lasso signal approximator (the design matrix of the FLR is the identity), (ii) an efficient algorithm for high-dimensional FLR with parallelization using graphics processing unit (GPU), (iii) extensions to two dimensional FLR and to the generalized linear model, and (iv) decision theoretic procedure to estimate the tuning parameters.