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Eigenvalues and variance components
Multi angle
Authors : Johnstone, Iain (Author of the conference)
CIRM (Publisher )
62H12 - Multivariate estimation
62J10 - Analysis of variance and covariance
CIRM (Publisher )
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Abstract :
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.
MSC Codes : Joint work with Mark Blows, Zhou Fan and Yi Sun.
62H12 - Multivariate estimation
62J10 - Analysis of variance and covariance
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 10/01/2018 Conference Date : 19/12/2017 Subseries : Research talks arXiv category : Statistics Theory Mathematical Area(s) : Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:32:38 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2017-12-19_Johnstone.mp4 
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Information on the Event
Event Title : Meeting in mathematical statistics / Rencontres de statistique mathématiqueEvent Organizers : Dalalyan, Arnak ; Nickl, Richard ; Pouet, Christophe Dates : 18/12/2017 - 22/12/2017 Event Year : 2017 Event URL : https://conferences.cirm-math.fr/1691.html
Citation Data
DOI : 10.24350/CIRM.V.19261103Cite this video as: Johnstone, Iain (2017). Eigenvalues and variance components. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19261103 URI : http://dx.doi.org/10.24350/CIRM.V.19261103 |
See Also
- [Post-edited] Learning determinantal point processes from moments and cycles / Author of the conference Brunel, Victor-Emmanuel.
- [Multi angle] Some memories and facts about the work of Oleg Lepski: beyond a 'discourse on method' / Author of the conference Hoffmann, Marc.
- [Multi angle] Estimation of functions depending on a parameter observed in Gaussian noise / Author of the conference Ibragimov, Ildar.
Bibliography
- Blows, M., Fan, Z., Hine, E., Johnstone, I.M., & Sun, Y. Spiked covariances and eigenvalue estimation in high-dimensional random effects models. In preparation -
- Fan, Z., & Johnstone, I.M. (2017). Eigenvalue distributions of variance components estimators in high-dimensional random effects models.
- Fan, Z., & Johnstone, I.M. (2017). Tracy-Widom at each edge of real covariance estimators.
