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March 2020

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

March 3 @ 2:00 pm - 3:00 pm
Large Seminar Room, IPH, Institute of Public Health, Forvie Site
Cambridge, CB2 0SR United Kingdom
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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: Flexibility (in terms of output and type of covariates) Bayesian counterpart facilitates empirical Bayes estimation of penalty parameter(s)…

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