Josh Merel: March 20

Josh will talk about single index models and multiple index models. Some references:

  

  -  example single index model estimation - http://snowbird.djvuzone.org/2008/abstracts/183.pdf

  -  newer (better?) single index model estimation - http://arxiv.org/abs/1104.2018

  -  a video-lecture on this stuff and applications - http://videolectures.net/nipsworkshops2012_ravikumar_single/

   - previous well-known work employing Bregman divergence (for reference) - http://jmlr.csail.mit.edu/papers/volume6/banerjee05b/banerjee05b.pdf

If there is time he will also review spike train kernels and propose a (new?) kernel - looking for feedback on this.  Some references:

    - easier version - http://arxiv.org/abs/1302.5964

    - full version - http://www.mitpressjournals.org/doi/abs/10.1162/NECO_a_00309?journalCode=neco

    - antecedent work - http://www.magicbroom.info/Papers/ShpigelmanSiPaVa05.pdf