时间：6月8日（周四）上午9:00-10:00
地点：统计楼103
报告题目：Distributed Subset Selection
报告人：焦雨领 中南财经政法大学统计与数学学院
摘要：
In this talk I will present a distributed homotopy generalized Newton (HotGeNew) algorithm for computing the subset selection problem in high dimension.Under certain regularity condition,HotGeNew will get the oracle estimator in finite steps.We also consider a distributed implementation of HotGeNew when the data is distributed stored.We will show the distributed HotGeNew output an estimator with minimax estimation error in a controllable number of rounds of communications.