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Statistics Seminar: Omer Weissbrod | המחלקה לסטטיסטיקה ומדע הנתונים

Statistics Seminar: Omer Weissbrod

תאריך: 
ב', 26/03/201815:30-16:30
מיקום: 
Hevra, 4412
מרצה: 
Omer Weissbrod

 

Title:

Blind feature selection: Selecting features with privacy-preserving summary statistics

 

Abstract:

The analysis of sensitive personal data, such as genetic and medical records, poses substantial privacy risks. In recent years there is a growing interest in drawing conclusions from such data using only privacy-preserving summary statistics. An important problem in such settings is finding a set of features of a bounded size that maximizes the variance of a response.

 

I will describe a method for such feature selection in high-dimensional linear models, given two sources of auxiliary information: (1) the covariance matrix of the features; (2) a set of annotations that describes each feature. I will describe an application of this method to genetic datasets with millions of genetic variants, which shows that 50% of the explained variance of many complex human traits can be localized to less than 5% of the common variants in the human genome.