BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250514T112735EDT-9611vpZONV@132.216.98.100 DTSTAMP:20250514T152735Z DESCRIPTION:A simple new approach to variable selection in regression\, wit h application to genetic fine-mapping\n\nMatthew Stephens\, University of Chicago\n Tuesday September 28\, 12-1pm\n Zoom Link: https://mcgill.zoom.us/ j/85428056343\n\nAbstract: We introduce a simple new approach to variable selection in linear regression\, and to quantifying uncertainty in selecte d variables. The approach is based on a new model – the ``Sum of Single Ef fects'' (SuSiE) model -- which comes from writing the sparse vector of reg ression coefficients as a sum of ``single-effect'' vectors\, each with one non-zero element. We also introduce a corresponding new fitting procedure -- Iterative Bayesian Stepwise Selection (IBSS) -- which is a Bayesian an alogue of stepwise selection methods. IBSS shares the computational simpli city and speed of traditional stepwise methods\, but instead of selecting a single variable at each step\, IBSS computes a {\it distribution} on var iables that captures uncertainty in which variable to select. The method l eads to a convenient\, novel\, way to summarize uncertainty in variable se lection\, and provides a Credible Set for each selected variable. Our meth ods are particularly well suited to settings where variables are highly co rrelated and true effects are sparse\, both of which are characteristics o f genetic fine-mapping applications. We demonstrate through numerical expe riments that our methods outperform existing methods for this task.\n DTSTART:20210928T160000Z DTEND:20210928T170000Z LOCATION:CA\, QC SUMMARY:QLS Seminar Series - Matthew Stephens URL:/qls/channels/event/qls-seminar-series-matthew-ste phens-333115 END:VEVENT END:VCALENDAR