High-Dimensional Linear Models? Bring 'Em On!

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Prof. Waheed Bajwa received a grant entitled "High-Dimensional Linear Models? Bring 'Em On!", from the very competitive NSF Division of Computing and Communication Foundations (CCF) under its Core Program Communications and Information Foundations (CIF). The total budget is $167,543 for 3 years and Dr. Bajwa is the sole PI.

The project description is as follows:

This research addresses the challenge of high-dimensional data analysis within the context of linear models by developing low-complexity

inference methods based on marginal correlations of predictors with the response variable. One of the distinguishing features of this research is its emphasis on mathematical characterization of the performance of developed methods in the most general of terms. This is accomplished by drawing connections with the literature on finite frame theory. Because of the fairly general nature of this research, it significantly advances the state-of-the-art in inference problems arising in myriad areas, such as genomics, tumor classification, network monitoring and computer tomography. In addition, the frame-theoretic focus of this research lays the foundations for future cross-fertilization of ideas between statistical inference and frame theory.