Inverse Problems and High-Dimensional Estimation
Springer; 1st Edition | June 24, 2011 | ISBN-10: 3642199887 | 211 pages | PDF | 2 Mb
The Stats in the Chateau summer exercise was held at the CRC chateau forward the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This end was organized jointly by faculty members of three French of the college institutions ? ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris ? that cooperate through a scientific foundation assiduous to the decision sciences. The scientific content of the summer school was conveyed in pair courses, one by Laurent Cavalier (Universite Aix-Marseille I) adhering "Ill-posed Inverse Problems", and unit by Victor Chernozhukov (Massachusetts Institute of Technology) up~ the body "High-dimensional Estimation with Applications to Economics". Ten invited researchers too presented either reviews of the parade of the art in the surface or of applications, or original examination contributions. This volume contains the lecturing notes of the two courses. Original research articles and a survey complement these lecture notes. Applications to economics are discussed in several contributions.
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