Inverse Problems and High-Dimensional Estimation: Stats in the Château Summer School, August 31 - September 4, 2009
About this ebook
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.
About the author
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.
