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Title: INVERSE PROBLEMS AND HIGH-DIMENSIONAL ESTIMATION
STATS IN THE CHATEAU SUMMER SCHOOL, AUGUST 31 - SEPTEMBER 4, 2009
By: Pierre Alquier (Editor), Eric Gautier (Editor), Gilles Stoltz (Editor)
Format: Paperback

List price: £89.99
Our price: £78.74
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ISBN 10: 3642199887
ISBN 13: 9783642199882
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Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 9 June, 2011
Series: Lecture Notes in Statistics 203
Pages: 211
Description: The product of a high-flying 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.
Synopsis: The "Stats in the Chateau" summer school was held at the CRC chateau 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 (Universite 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.
Illustrations: 12 black & white illustrations, 8 black & white tables, biography
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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