Lederer Fundamentals of High-Dimensional Statistics

With Exercises and R Labs
Erscheinungsjahr 2021
ISBN: 978-3-030-73792-4
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 355 Seiten, eBook

Reihe: Springer Texts in Statistics

This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field.It also offers suggestions for further reading. Given its scope, the textbook is intended for beginning graduate and advanced undergraduate students in statistics, biostatistics, and bioinformatics, though it will be equally useful to a broader audience.

Zielgruppe

Upper undergraduate

Autoren/Hrsg.

Lederer, Johannes

Inhaltsverzeichnis

Preface.- Notation.- Introduction.- Linear Regression.- Graphical Models.- Tuning-Parameter Calibration.- Inference.- Theory I: Prediction.- Theory II: Estimation and Support Recovery.- A Solutions.- B Mathematical Background.- Bibliography.- Index.

Über Autor(innen)

Johannes Lederer is a Professor of Statistics at the Ruhr-University Bochum, Germany. He received his PhD in mathematics from the ETH Zürich and subsequently held positions at UC Berkeley, Cornell University, and the University of Washington. He has taught high-dimensional statistics to applied and mathematical audiences alike, e.g. as a Visiting Professor at the Institute of Statistics, Biostatistics, and Actuarial Sciences at UC Louvain, and at the University of Hong Kong Business School.