Introduction to High-dimensional Statistics
نویسندگان
چکیده
منابع مشابه
Introduction to High-Dimensional Statistics
The information era has witnessed an explosion in the collection of data that contain potentially useful information for a wide range of applications such as biology, sociology, pattern recognition, marketing and finance. As a result of this inflation, statisticians have developed a new set of tools that combine fundamental statistical concepts with profoundly new ideas. This set of problems an...
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A similar process can be used when dealing with sample means. If a suYcient number of samples have been taken, and their means plotted, then they begin to take up a normal distribution. It can be shown mathematically that the mean of this distribution (μx) is the same as the population mean (μ). Furthermore, the standard deviation of the distribution is equal to ó/'n, where n is the number of c...
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Preface These lecture notes were written for the course 18.S997: High Dimensional Statistics at MIT. They build on a set of notes that was prepared at Princeton University in 2013-14. Over the past decade, statistics have undergone drastic changes with the development of high-dimensional statistical inference. Indeed, on each individual , more and more features are measured to a point that it u...
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ژورنال
عنوان ژورنال: International Statistical Review
سال: 2015
ISSN: 0306-7734
DOI: 10.1111/insr.12145