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