Inverse Problems and High-Dimensional Estimation [electronic resource] : Stats in the Chteau Summer School, August 31 - September 4, 2009 / edited by Pierre Alquier, Eric Gautier, Gilles Stoltz.

Part I Lecture Notes on Inverse Problems: Inverse Problems in Statistics (Laurent Cavalier) -- Part II Invited Contribution on Inverse Problems: Non Parametric Models with Instrumental Variables (Jean-Pierre Florens) -- Part III Lecture Notes on High-Dimensional Estimation: High Dimensional Sparse Econometric Models: An Introduction (Alexandre Belloni and Victor Chernozhukov) -- Part IV Invited Contributions on High-Dimensional Estimation: Model selection in Gaussian regression for high-dimensional data (Felix Abramovich and Vadim Grinshtein) -- Bayesian Perspectives on Sparse Empirical Bayes Analysis (SEBA) (Natalia Bochkina and Yaacov Ritov) -- Part V Invited and Contributed Talks Given During the Summer School: List of the Courses -- List of the Invited Talks -- List of the Contributed Talks and Posters.

The ǣStats in the Chteauǥ summer school was held at the CRC chteau 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 (UniversitȨ 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.

ZDB-2-SMA