Video: Johannes Wiesel, "The out-of-sample prediction error of the square-root-LASSO and related estimators"

Video From 24w5163: Optimal Transport and Distributional Robustness

Johannes Wiesel, Carnegie Mellon University

Tuesday, March 26, 2024 14:34 - 15:05

The out-of-sample prediction error of the square-root-LASSO and related estimators

Johannes Wiesel, Video: The out-of-sample prediction error of the square-root-LASSO and related estimators

Johannes Wiesel, The out-of-sample prediction error of the square-root-LASSO and related estimators, Optimal Transport and Distributional Robustness, BIRS, BIRS talk, 24w5163, math, mathematics, video

Banff International Research Station

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mpeg4

103M

http://www.birs.ca/events/2024/5-day-workshops/24w5163/videos

http://www.birs.ca/events/2024/5-day-workshops/24w5163/videos/watch/202403261434-Wiesel.html

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