Conference abstracts
Session C2 - Computational Mathematical Biology with emphasis on the Genome
July 19, 17:00 ~ 17:30 - Room B2
A Differential Inclusion Approach to Variable Selection and Applications
Yuan Yao
Hong Kong University of Science and Technology, China - yuany@ust.hk
A differential inclusion approach is presented for variable selection in high dimensional statistics. The differential inclusions arise from the limits of the Linearized Bregman Iterations, or equivalently the Mirror Descent algorithm associated with sparsity-induced Bregman distances. A path consistency theory is presented to explain its observed superb performance in comparison to the (generalized) Lasso estimate. Application examples are given, including a case study in Alzheimer Disease detection.
Joint work with this talk contains joint work with: Chendi Huang (Peking University), Lingjing Hu (Chinese Capital Medical University), Stan Osher (UCLA), Feng Ruan (Stanford), Xinwei Sun (Peking University), Yizhou Wang (Peking University) and and Jiechao Xiong (Peking University and Tencent AI Lab).