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BSU Seminar Series: “Squeezing the most out of ridge”

March 3, 2020 @ 2:00 pm - 3:00 pm

Title: “Squeezing the most out of ridge”

Speaker: Professor Mark van de Wiel, Amsterdam University Medical Center

Abstract: Ridge regression is nowadays regarded as a somewhat old-fashioned technique: most statisticians prefer sparse models, while machine learners use non-linear, multi-layer prediction algorithms. The aim of this talk is to endorse ridge by illustrating its strengths, from a methodological, computational and applied perspective, including:

  1. Flexibility (in terms of output and type of covariates)
  2. Bayesian counterpart facilitates empirical Bayes estimation of penalty parameter(s)
  3. Differential penalization for multi-modal (e.g. multi-omics) data
  4. Penalty weights moderated by (external) information on the features:
    1. Co-data
  5. Effective posterior feature selection
  6. Computational efficiency
  7. Performance in clinical (omics) prediction problems

These strengths will be illustrated on a cancer multi-omics prediction problem.


March 3, 2020
2:00 pm - 3:00 pm
Event Categories:


MRC Biostatistics Unit


Large Seminar Room, IPH
Institute of Public Health, Forvie Site
Cambridge, CB2 0SR United Kingdom
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