Associate Chairman and Professor
Department of Health Research and Policy
Department of Statistics Stanford University
“The Lasso: Some Novel Algorithms and Applications."
Abstract: I will discuss some procedures for modeling high-dimensional data,
based on L1 (lasso) -style penalties. I will describe pathwise
coordinate descent algorithms for the lasso, which are remarkably fast
and facilitate application of the methods to very large datasets for
the first time. I will then give examples of new applications of the
methods to microarray classification, undirected graphical models for
cell pathways, and the fused lasso for signal detection, including comparative genomic hybridization.