LASSO asymptotics

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The LASSO and penalized likelihood methods have become an extremely hot topic in statistics over the past decade, as they offer a computationally efficient method of variable selection particularly in high dimensional situations. This project can cover a broad range of areas, from theoretical studies to potential new applications of penalized likelihood methods, and empirical comparisions of various penalties.

This project will be co-supervised with Dr Francis Hui.

Updated:  26 April 2017/Responsible Officer:  Director/Page Contact:  School Manager