QLS seminar - TODAY, 25 October 14h00: "Mean-Field Analysis of Lasso under Ultra-Sparse Conditions" by Koki Okajima

[Quantitative Life Sciences]

Dear All,

Today, 25 October, 2023 at 14:00 CET, Koki Okajima (Graduate School of 
Science The University of Tokyo, Japan) will give a seminar titled:

*Mean-Field Analysis of Lasso under Ultra-Sparse Conditions
*

_Abstract:_

  We analyze the average performance of the least absolute shrinkage and 
selection operator (Lasso) for the linear model under a Gaussian matrix 
design, when the number of regressors grows larger while keeping the 
true support size finite, i.e., the ultra-sparse case. The result is 
based on a novel treatment of the non-rigorous replica method in 
statistical physics, where self-averaging assumptions on certain random 
variables are relaxed. Using our theory, the average performance for 
Gaussian measurements and noise can be assessed from the solution of a 
random scalar optimization problem with O(1) random elements.

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_The seminar will take place in the *Common area*, Ex SISSA building, 
Second floor, via Beirut 2
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_Indico webpage: https://indico.ictp.it/event/10566/
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You are all most welcome to attend!

Best regards,
Erica

-- 
Erica Sarnataro
Group Secretary
Quantitative Life Sciences
The Abdus Salam International Centre for Theoretical Physics (ICTP)
Trieste,  Italy
Tel. +39-040-2240623
www.ictp.it/research/qls.aspx
e-mail:qls at ictp.it