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Inverse Problems and High-Dimensional Estimation: Stats in the Château Summer School, August 31 - September 4, 2009 de Pierre Alquier

Inverse Problems and High-Dimensional Estimation: Stats in the Château Summer School, August 31 - September 4, 2009: Lecture Notes in Statistics, cartea 203

Editat de Pierre Alquier, Eric Gautier, Gilles Stoltz
en Limba Engleză Paperback – 9 iun 2011
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 Economics". 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.
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Specificații

ISBN-13: 9783642199882
ISBN-10: 3642199887
Pagini: 214
Ilustrații: XIII, 198 p. 12 illus.
Dimensiuni: 155 x 235 x 15 mm
Greutate: 0.3 kg
Ediția:2011
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Statistics, Lecture Notes in Statistics - Proceedings

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Recenzii

From the reviews:
“This volume contains contributions from a summer school on ill-posed inverse problems and high dimensional estimation, along with other contributions. … This book looks at their relevance to economic and econometric problems. … provides a useful overview of the challenges and approaches to tackling inverse problems – I would certainly recommend it to a researcher fresh to the area.” (David J. Hand, International Statistical Review, Vol. 81 (1), 2013)

Notă biografică

Pierre Alquier is an associate professor at Université Paris 7 and a research fellow at CREST. He holds a PhD from Université Paris 6. His research themes are high dimensional estimation and agregation of estimators in statistics.
Eric Gautier is an associate professor at ENSAE ParisTech and a researcher at CREST. He holds a PhD from the University of Rennes 1. His research is both in probability and theoretical econometrics. Regarding the second theme, he is particularly interested in inverse problems and high dimensional estimation and their applications to economics.
Gilles Stoltz is a research fellow at CNRS, Ecole normale supérieure and an affiliated professor at HEC Paris. He holds a PhD and an habilitation from Université Paris-Sud, Orsay. His research themes concern sequential prediction of arbitrary sequences and its application to the theory of repeated games.

Textul de pe ultima copertă

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 Economics". 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.

Caracteristici

An excellent review of the state of the art written by leaders in their domain Applications of recent estimation techniques to quantitative analysis in economics are performed The two lecture notes chapters can be used for a graduate course