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Inverse Problems and High-Dimensional Estimation: Stats in the Château Summer School, August 31 - September 4, 2009 /
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Catalogue Information
Field name
Details
Dewey Class
519.5
Title
Inverse Problems and High-Dimensional Estimation (EB) : Stats in the Château Summer School, August 31 - September 4, 2009 / / edited by Pierre Alquier, Eric Gautier, Gilles Stoltz.
Author
Alquier, Pierre
Added Personal Name
Gautier, Eric
Stoltz, Gilles
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : Springer , 2011.
Physical Details
XIII, 198p. 12 illus. : online resource.
Series
Lecture Notes in Statistics
0930-0325 ; ; 203
ISBN
9783642199899
Summary Note
The âStats in the Châteauâ 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 â ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris â 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.:
Contents note
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 Yaâacov 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.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-3-642-19989-9
Links to Related Works
Subject References:
Economics
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Economics/Management Science, general
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Mathematics
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Mathematics, general
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Statistics
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Statistics, general
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Authors:
Alquier, Pierre
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editor
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Gautier, Eric
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Stoltz, Gilles
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Corporate Authors:
SpringerLink (Online service)
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Series:
Lecture Notes in Statistics
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Classification:
519.5
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