# Welcome

## Upcoming Seminars

 December 9, 2013, 4:15pmDavid L. DonohoStanford UniversityTitle: (M)-estimation Under 'Big Data' Asymptotics: The Extra Noise Phenomenon characterized by Approximate Message Passing Abstract: In the classical M-estimation problem we solve the (M) equation $min_\beta \sum_{i=1}^n \rho(Y_i - X_i^T \beta)$ where each $X_i$ is a $p$-dimensional vector of predictors and $\beta in R^p$ is a $p$-dimensional vector of regression coefficients. Under the classical Huber theory...