Peter Bühlmann

High-dimensional Statistics: HS23

Organization

Literature

Bühlmann, P. and van de Geer, S. (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer.


Uncertainty quantification and desparsified/debiased Lasso


James, Witten, Hastie and Tibshirani (2023). An Introduction to Statistical Learning with Applications in R, 2nd ed. Springer
James, Witten, Hastie and Tibshirani (2023). An Introduction to Statistical Learning with Applications in Python, 2nd ed. Springer



Lecture 1 (Chs. 2.1-2.4 in Book)

overview
slides
notes from visualizer in classroom





Lecture 2 (Chs. 2.3, 2.4, 6.2.1, 6.2.2 (until page 106) in Book)

Recap
slides
notes from visualizer in classroom





Lecture 3 (Chs. 2.4.2, 6.2.2)

plainRecap
slides
notes from visualizer in classroom





Lecture 4 (Chs. 6.2.2, Corollary 6.8, 2.5, 2.6, 2.7, 2.8, 2.12, 3., 4.2, 4.3)

Recap
slides
notes from visualizer in classroom





Lecture 5 (Chs. 2.8.4, 3, 4.1-4.3)

Recap
slides
notes from visualizer in classroom





Lecture 6 (Chs. 4.5, 4.7, 5.1 - 5.3.2)

Recap
slides
notes from visualizer in classroom





Lecture 7 (Ch. 5.4-5.5, notes de-biased Lasso)

Recap
slides
notes from visualizer in classroom





Lecture 8 (notes de-biased Lasso, Ch. 10.1-10.2)

Recap
slides
notes from visualizer in classroom





Lecture 9 (Chs. 10.3, 11.1-11.7)

Recap
slides
notes from visualizer in classroom