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STOR Colloquium: Sohom Bhattacharya, Princeton University
9 Jan @ 3:30 pm - 5:00 pm
STOR Colloquium: Sohom Bhattacharya, Princeton University9 Jan @ 3:30 pm – 5:00 pm
Principal Component adjustments for High Dimensional Association Studies
In this talk, I will consider the effect of Principal Component (PC) adjustments while inferring
the effects of variables on outcomes. This problem is particularly motivated by applications in
genetic association studies where one performs PC adjustment to account for population
stratification. I will consider statistical models motivated by practical applications to obtain an
asymptotically precise understanding of when such PC adjustments are supposed to work. The
proofs of the results will crucially rely on the recent developments of the random matrix theory
in the last decade. I will also verify the results through extensive numerical experiments.