Inverse problems and high-dimensional estimation : Stats in the Château Summer School, August 31-September 4, 2009 / Pierre Alquier, Eric Gautier, Gilles Stoltz, editors
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
Summary
The product of a 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
