Dear all, The next seminar in our series of statistics talks for people interested in quantitative methods in biology and medicine will take place on Thursday 19 November 2015 at 11h00, in the Salle Delachaux (Biopôle 2, first floor, Route de la Corniche 10, Lausanne, M2 stop: Vennes). The speaker will be Mark Hannay from the Research Center for Statistics, School of Economics and Management, University of Geneva. Title: Confidence sets in model selection Abstract: At first glance the goals of model selection might seem clear. Out of a list of possible models we want to select the "best" or a subset of "best" models. This notion of "best" however is not well defined, since it obviously depends on the initial goals of the selection. In order to study the variability of model selection, we introduce a new definition of a model, where they are no longer defined through exact zeroes components but through negligible components. Then inspired by confidence intervals for estimation of parameters, we propose a method to build confidence sets for model selection in a parametric setting, i.e. create sets of models within which the "true"model is included with a certain confidence. This allows us to perform inference on model selection. We discuss the computational challenges with such a method, how to find p-values (for the model), consistency in model selection and through a data set show the implications of this new method. Key words: confidence sets of model selection, consistent model selection, variability in model selection Hope to see you there! Valentin (for the organizers: Jérôme Goudet, Valentin Rousson, Frédéric Schütz) CHUV centre hospitalier universitaire vaudois Valentin Rousson - Division biostatistique et méthodes quantitatives IUMSP - Institut universitaire de médecine sociale et préventive BIO 2/2ème/103 Rte de la Corniche 10, CH - 1010 Lausanne +41 (0)21 314 7328 valentin.rousson@chuv.ch www.iumsp.chhttp://www.iumsp.ch/