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Eigenvalues and variance components - Johnstone, Iain (Auteur de la Conférence) | CIRM H

Multi angle

Motivated by questions from quantitative genetics, we consider high dimensional versions of some common variance component models. We focus on quadratic estimators of 'genetic covariance' and study the behavior of both the bulk of the estimated eigenvalues and the largest estimated eigenvalues in some plausible asymptotic models.
Joint work with Mark Blows, Zhou Fan and Yi Sun.

62J10 ; 62H12

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In this talk, I will attempt to review some of the results of Oleg Lepski and his co-authors that influenced the course of mathematical statistics over the last thirty years.
It is hard to do fair justice to the origins of ideas that circulate among a vast community of scientists, and instead of taking the route of an illegitimate historian, I will follow byways and give a personal account of what I know and understand of Oleg's influence and personality. In particular I will try not to talk too much about "Lepski's method", but rather focus on others of his many contributions.[-]
In this talk, I will attempt to review some of the results of Oleg Lepski and his co-authors that influenced the course of mathematical statistics over the last thirty years.
It is hard to do fair justice to the origins of ideas that circulate among a vast community of scientists, and instead of taking the route of an illegitimate historian, I will follow byways and give a personal account of what I know and understand of Oleg's influence and ...[+]

01Axx ; 62-XX

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