Eigenvalues and variance components | Vidéo | Carmin.tv

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Eigenvalues and variance components

By Iain Johnstone

Appears in collection : Exposés de recherche

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.

Information about the video

Date of recording 19/12/2017
Date of publication 10/01/2018
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19261103
Cite this video Johnstone, Iain (19/12/2017). Eigenvalues and variance components. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19261103
URL https://dx.doi.org/10.24350/CIRM.V.19261103

Domain(s)

Statistics Theory

Bibliography

Blows, M., Fan, Z., Hine, E., Johnstone, I.M., & Sun, Y. Spiked covariances and eigenvalue estimation in high-dimensional random effects models. In preparation
Fan, Z., & Johnstone, I.M. (2017). Eigenvalue distributions of variance components estimators in high-dimensional random effects models. <arXiv:1607.02201> - https://arxiv.org/abs/1607.02201
Fan, Z., & Johnstone, I.M. (2017). Tracy-Widom at each edge of real covariance estimators. <arXiv:1707.02352> - https://arxiv.org/abs/1707.02352

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