Inverse Problems and High-Dimensional Estimation

Inverse Problems and High-Dimensional Estimation

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The a€œStats in the ChActeaua€ summer school was held at the CRC chActeau 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 a”€ ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris a”€ 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 (UniversitAc Aix-Marseille I) on qIll-posed Inverse Problemsq, and one by Victor Chernozhukov (Massachusetts Institute of Technology) on qHigh-dimensional Estimation with Applications to Economicsq. Ten invited researchers also presented either reviews of the state of the art in the field or of applications, or original research contributions. 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.Inverse Problems 24, 1a€“19 (2008) Cavalier, L., Golubev, G., Lepski, O., Tsybakov , A.: Block thresholding and sharp ... Kluwer Academic Publishers (1996) Ermakov, M.: Minimax estimation of the solution of an ill-posed convolution type ... Transmission 25, 191a€“200 (1989) Evans, S., Stark, P.: Inverse problems as statistics.

Title:Inverse Problems and High-Dimensional Estimation
Author:Pierre Alquier, Eric Gautier, Gilles Stoltz
Publisher:Springer Science & Business Media - 2011-06-07


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