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H 1 Eigenvalues and variance components

Auteurs : Johnstone, Iain (Auteur de la Conférence)
CIRM (Editeur )

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    Résumé : 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.

    Codes MSC :
    62H12 - Multivariate estimation
    62J10 - Analysis of variance and covariance

      Informations sur la Vidéo

      Langue : Anglais
      Date de publication : 10/01/2018
      Date de captation : 19/12/2017
      Collection : Research talks ; Probability and Statistics
      Format : MP4
      Durée : 00:32:38
      Domaine : Probability & Statistics
      Audience : Chercheurs ; Doctorants , Post - Doctorants
      Download : https://videos.cirm-math.fr/2017-12-19_Johnstone.mp4

    Informations sur la rencontre

    Nom de la rencontre : Meeting in mathematical statistics / Rencontres de statistique mathématique
    Organisateurs de la rencontre : Dalalyan, Arnak ; Nickl, Richard ; Pouet, Christophe
    Dates : 18/12/2017 - 22/12/2017
    Année de la rencontre : 2017
    URL Congrès : https://conferences.cirm-math.fr/1691.html

    Citation Data

    DOI : 10.24350/CIRM.V.19261103
    Cite 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


    Voir aussi

    Bibliographie

    1. Blows, M., Fan, Z., Hine, E., Johnstone, I.M., & Sun, Y. Spiked covariances and eigenvalue estimation in high-dimensional random effects models. In preparation -

    2. Fan, Z., & Johnstone, I.M. (2017). Eigenvalue distributions of variance components estimators in high-dimensional random effects models. - https://arxiv.org/abs/1607.02201

    3. Fan, Z., & Johnstone, I.M. (2017). Tracy-Widom at each edge of real covariance estimators. - https://arxiv.org/abs/1707.02352

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