Inverse Problems and High-Dimensional Estimation : Stats in the Chateau Summer School, August 31 - September 4, 2009
Book Details
Format
Paperback / Softback
Book Series
Lecture Notes in Statistics
ISBN-10
3642199887
ISBN-13
9783642199882
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture
DE
Country of Publication
GB
Publication Date
Jun 9th, 2011
Print length
198 Pages
Weight
328 grams
Dimensions
23.50 x 15.70 x 1.30 cms
Product Classification:
Numerical analysisProbability & statisticsProbability and statistics
Ksh 8,100.00
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The product of a high-flying summer school in Paris in 2009, this volume synthesises the state of the art on ill-posed statistical inverse problems and high-dimensional estimation and explores the ways these techniques can be applied to economics.
Part I Lecture Notes on Inverse Problems: Inverse Problems in Statistics (Laurent Cavalier).- Part II Invited Contribution on Inverse Problems: Non Parametric Models with Instrumental Variables (Jean-Pierre Florens).- Part III Lecture Notes on High-Dimensional Estimation: High Dimensional Sparse Econometric Models: An Introduction (Alexandre Belloni and Victor Chernozhukov).- Part IV Invited Contributions on High-Dimensional Estimation: Model selection in Gaussian regression for high-dimensional data (Felix Abramovich and Vadim Grinshtein).- Bayesian Perspectives on Sparse Empirical Bayes Analysis (SEBA) (Natalia Bochkina and Ya''acov Ritov).- Part V Invited and Contributed Talks Given During the Summer School: List of the Courses.- List of the Invited Talks.- List of the Contributed Talks and Posters.
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