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Ohio State University logo STAT 882 Topics in Variable Selection and Model Selection Home

Announcements

  1. [Nov 20] The third homework has been posted.
  2. [Nov 16] Final project page is up.
  3. [Oct 26] A weblink to Least angle regression paper has been made on Notes page. Also the schedule for the next week presentations can be found.
  4. [Oct 19] The second homework has been posted.
  5. [Oct 12] There will be short presentations on Thursday next week.
  6. [Oct 6] The first homework has been posted.
  7. [Sep 21] Welcome to STAT 882! Please visit this web site regularly.

Course information

  1. Description:

    Statistics 882 aims to introduce modern techniques for modeling and variable selection in multiple regression and discuss statistical issues that they entail. Modeling techniques such as ridge regression, LASSO, and LAR (least angle regression) will be studied in detail with emphasis on their motivation, computation and properties. In conjunction with these, various model selection criteria and cross validation will be discussed for the choice of a model or selection of variables. Their mathematical bases and comparison will be of main focus.

  2. Lecture: TR 10:30 -11:48 AM in Central Classroom Building (CC) 211.
  3. Text: No textbook is required for this course.
  4. Instructor:
    Yoonkyung Lee
    Office: 440B Cockins Hall
    Phone: 292-9495
    Office Hours: M 3:30 - 4:18PM, W 10:30 - 11:18AM or by appointment
    Email: yklee at stat domain [when e-mailing, replace 'at stat domain' by @stat.osu.edu]

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