Covariance Estimation in light of the Spiked Covariance Model & 50 Years of

Speaker:Yoav Benjamini
Time: Wednesday 16:30-17:30,2017-5-31
Venue:清华大学近春园西楼三层报告厅

Abstract

It has been claimed that most research finding in Science are false, and the use of statistical testing of hypotheses is to be blamed for. I shall review the current situation, and disagreeing with the attached blame I shall discuss two other statistical problems that contribute to replicability problem. The first is that of inference on the selected few from the many screened. It can be addressed by the control of the false Discovery Rate and related concepts. The second is the choice of the relevant variability, which can be addressed in practice, and an example from preclinical research will be presented. While the emphasis will be on the relevance of Statistics to Science at large, some open questions will be creep in.

Description

Yoav Benjamini [Tel Aviv University]