2013 년 제 15 회 통계세미나 개최 안내
통계연구소에서는 다음과 같이 통계 세미나를 개최하오니 많은 참여 바랍니다 .
일시 : 2013 년 11 월 6 일 ( 수 ) 오후 5 시
장소 : 고려대학교 정경관 507 호
연사 : 정윤서 교수 (University of Waikato, New Zealand)
Transformed low-rank ANOVA model for high dimensional
variable selection
For high dimensional genetic data, an important problem is to search for associations between genetic variables and a phenotypetypically, a discrete variable (diseased versus normal). A conventional solution is to characterize such relationships through regression models in which a phenotype is treated as the response variable and genetic variables are treated as the covariates. Not surprisingly, such a way incurs the challenging problem that the number of variables is much larger than the number of observations, which is the number of samples.
We consider a general framework of expressing the transformed mean of the genetic variables in exponential distribution family via ANOVA type of models in which a low-rank interaction space captures association between phenotype and genetic variables. This alternative method transforms the variable selection problem to a well-posed problem with the number of observations larger than number of genetic variables. We also develop a new model selection criterion based on Bayesian information criterion for the new model framework with diverging number of parameters. We establish the consistency property of the proposed model selection criterion.
고려대학교 통계연구소