Overview
- 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
Part of the book series: Lecture Notes in Statistics (LNS, volume 203)
Part of the book sub series: Lecture Notes in Statistics - Proceedings (LNSP)
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Table of contents (5 chapters)
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Front Matter
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Lecture Notes on Inverse Problems
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Front Matter
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Invited Contribution on Inverse Problems
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Front Matter
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Lecture Notes on High-Dimensional Estimation
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Front Matter
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Invited Contributions on High-Dimensional Estimation
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Front Matter
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Back Matter
Keywords
About this book
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.
Reviews
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)Editors and Affiliations
About the editors
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.
Bibliographic Information
Book Title: Inverse Problems and High-Dimensional Estimation
Book Subtitle: Stats in the Château Summer School, August 31 - September 4, 2009
Editors: Pierre Alquier, Eric Gautier, Gilles Stoltz
Series Title: Lecture Notes in Statistics
DOI: https://doi.org/10.1007/978-3-642-19989-9
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-19988-2Published: 09 June 2011
eBook ISBN: 978-3-642-19989-9Published: 07 June 2011
Series ISSN: 0930-0325
Series E-ISSN: 2197-7186
Edition Number: 1
Number of Pages: XIII, 198
Number of Illustrations: 12 b/w illustrations
Topics: Statistics, general, Business and Management, general, Mathematics, general