Lecture: Regularization

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An introductory lecture on regularization. This lecture was made in the context of the course Advanced Statistics for biology master students at Leiden University, September 16th, 2020.

Feel free to ask any questions regarding the lecture.

0:00 Introduction
1:02 P-values in perspective
4:05 Sample size and variance
5:16 Hypothesis testing in perspective
7:03 Biological research with large p
8:29 The problem with small n large p
10:36 Why stepwise regression is bad
11:41 Curse of dimensionality
13:52 How to deal with n less than p
15:31 What you have to know for this course
16:38 Regularization: LASSO
24:23 Regularization: Ridge
30:43 Regularization: Elastic net
35:25 Regularization: Summary
40:31 Extra: Why use a biased estimator?
43:41 Extra: How can LASSO select variables?
47:45 Extra: Other uses of regularization
  1. Biostatistics
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