Johannes Lederer, Bochum University

Tuning Parameters in Brain Imaging

Abstract:

Regularization is essential for analyzing the large and complex data that are generated in economics, neuroscience, astronomy, and many other fields. However, Lasso, Ridge Regression, Graphical Lasso, and other regularized methods depend on tuning parameters that are difficult to calibrate both in theory and in practice. In this talk, we discuss an approach to contend with this challenge. We present new theoretical results as well as applications to estimating brain connectivity patterns from fMRI data.