Event Date:
Wednesday, December 2, 2020 - 3:30pm to 4:30pm
Event Location:
- Zoom Meeting
Title: A regression modeling approach to shrinkage estimation
Abstract:
Shrinkage estimation is a classical area of statistics that is now experiencing a resurgence of interest. Current work is dominated by empirical Bayes approaches with desirable theoretical and empirical properties. However, empirical Bayes methods may not be flexible enough to accommodate more complicated problems. This talk will 1) highlight some problems in genomics that are particularly amenable to new shrinkage approaches, 2) present and illustrate an alternative paradigm for shrinkage estimation based on regression modeling, and 3) engage in wild speculation about what can be done next.
Bio:
Dave Zhao is an associate professor in the Department of Statistics at University of Illinois at Urbana-Champaign. He obtained A.B., A.M., and Ph.D. degrees from Harvard University. His research interests include compound decision theory, empirical Bayes and integrative genomics.
September 29, 2020 - 2:47pm