Inverse Problems and High-Dimensional Estimation
. Ed(S): Alquier, Pierre; Gautier, Eric; Stoltz, Gilles
The “Stats in the Château” summer school was held at the CRC château on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty members of three French academic institutions ─ ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris ─ which cooperate through a scientific foundation devoted to the decision sciences.
The scientific content of the summer school was conveyed in two courses, one by Laurent Cavalier (Université Aix-Marseille I) on "Ill-posed Inverse Problems", and one by Victor Chernozhukov (Massachusetts Institute of Technology) on "High-dimensional Estimation with Applications to ... Read more
This volume contains the lecture notes of the two courses. Original research articles and a survey complement these lecture notes. Applications to economics are discussed in various contributions.
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About . Ed(S): Alquier, Pierre; Gautier, Eric; Stoltz, Gilles
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