Introduction to high-dimensional statistics
Christophe Giraud
Materials for the lecture ``Introduction to high-dimensional statistics'', for the Summer school Geometry and statistics in data sciences, Cargèse, September 5 to 9, 2022.
Lecture notes
Lecture 1
[Slides]
Lecture 2
[Slides]
Lecture 3
[Slides]
Lecture 4
[Slides]
Lecture 5
[Slides]
Documents
You may look at the mathematical details in the book
Introduction to High-Dimensional Statistics
available at
[Book 2nd edition - pdf]
.
You may also look (and contribute!) at the shared solutions of the exercises
wiki-site associé
.
You may also have a look at the youtube channel
High-dimensional statistics and probability