Video From 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference

Tuesday, April 9, 2019 11:09 - 11:42
Improved Shrinkage Prediction under a Spiked Covariance Structure
Gourab Mukherjee, Video: Improved Shrinkage Prediction under a Spiked Covariance Structure
Gourab Mukherjee, Video: Improved Shrinkage Prediction under a Spiked Covariance Structure
Gourab Mukherjee, Improved Shrinkage Prediction under a Spiked Covariance Structure, New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference, BIRS, BIRS talk, 19w5188, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
130M
http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos
Improved Shrinkage Prediction under a Spiked Covariance Structure
Gourab Mukherjee at 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference on Tuesday, April 9, 2019
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