Inverse Problems and High-Dimensional Estimation
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From the reviews:
"This volume contains contributions from a summer school on ill-posed inverse problems and high dimensional estimation, along with other contributions. . This book looks at their relevance to economic and econometric problems. . provides a useful overview of the challenges and approaches to tackling inverse problems - I would certainly recommend it to a researcher fresh to the area." (David J. Hand, International Statistical Review, Vol. 81 (1), 2013)More details
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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.
