T�tulo: Inverse Problems and High-Dimensional Estimation : Stats in the Chateau Summer School, August 31 - September 4, 2009
Editor: Springer
Fecha de publicaci�n: 2011
Idioma: Ingl�s
ISBN 10: 3642199887
ISBN 13: 9783642199882
Encuadernaci�n: Encuadernaci�n de tapa blanda
Estado: New

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Sinopsis

The “Stats in the Ch�teau” summer school was held at the CRC ch�teau 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 (Universit� 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.

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Pierre Alquier is an associate professor at Universit� Paris 7 and a research fellow at CREST. He holds a PhD from Universit� 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 sup�rieure and an affiliated professor at HEC Paris. He holds a PhD and an habilitation from Universit� Paris-Sud, Orsay. His research themes concern sequential prediction of arbitrary sequences and its application to the theory of repeated games.

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