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Fundamentals of High-Dimensional Statistics

With Exercises and R Labs

  • Textbook
  • © 2022

Overview

  • Introduces readers to the mathematical tools and principles of high-dimensional statistics
  • Includes numerous exercises, many of them with detailed solutions
  • Features computer labs in R that convey valuable practical insights
  • Offers suggestions for further reading

Part of the book series: Springer Texts in Statistics (STS)

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About this book

This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field. It also offers suggestions for further reading. Given its scope, the textbook is intended for beginning graduate and advanced undergraduate students in statistics, biostatistics, and bioinformatics, though it will be equally useful to a broader audience.

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Table of contents (7 chapters)

Authors and Affiliations

  • Statistics, Machine Learning & Data Science, Ruhr-University Bochum, Bochum, Germany

    Johannes Lederer

About the author

Johannes Lederer is a Professor of Statistics at the Ruhr-University Bochum, Germany. He received his PhD in mathematics from the ETH Zürich and subsequently held positions at UC Berkeley, Cornell University, and the University of Washington. He has taught high-dimensional statistics to applied and mathematical audiences alike, e.g. as a Visiting Professor at the Institute of Statistics, Biostatistics, and Actuarial Sciences at UC Louvain, and at the University of Hong Kong Business School.

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