Lecture Notes (& Presentations)


     A Short Course on Robust Statistical Inference for High-Dimensional Data

  • Introduction to High-dimensional Statistics: LASSO & Beyond [Slide] (covers prerequisite background)
  • Robust High-dimensional Statistics I: Penalized M-Estimation [Slide]
  • Robust High-dimensional Statistics II: Minimum Divergence Approach [Slide]
  • Robust High-dimensional Statistics III: Adaptive Procedures & other Practical Considerations [Slide]

Contact

Interdisciplinary Statistical Research Unit (ISRU)
Indian Statistical Institute
R. A. Fisher Bhavan, 4th Floor.
203, B.T. Road, Kolkata - 700108, West Bengal, India.
Email : abhik.ghosh@isical.ac.in