Organized by
Department of Mathematics
Institute of Computational and Theoretical Studies
Statistics Research and Consultancy Centre

Robust Recovery and Detection of Structured Signals

Professor T. Tony Cai

Dorothy Silberberg Professor and Professor of Statistics
The Wharton School, University of Pennsylvania
Editor of The Annals of Statistics, 2010-2012
Medallion Lecturer of Institute of Mathematical Statistics, 2009
COPSS Presidents' Award, 2008
Fellow of Institute of Mathematical Statistics, 2006


Date: 8 January 2015 (Thursday)

5:00pm - 6:00pm (Preceded by Reception at 4:30pm)


1/F Shiu Pong Hall, Ho Sin Hang Campus,
Hong Kong Baptist University



A large collection of statistical methods has been developed for estimation and detection of structured signals in the Gaussian and sub-Gaussian settings. In this talk, we present a general approach to robust recovery and detection of structured signals for a wide range of noise distributions. We illustrate the technique with nonparametric regression and detecting and identifying sparse short segments hidden in an ultra long linear sequence of data. A key step is the development of a quantile coupling theorem that is used to connect our problem with a more familiar Gaussian setting. An application to copy number variation (CNV) analysis based on next generation sequencing (NGS) data is also discussed.




All are welcome