Inverse Problems and High-Dimensional Estimation

The Stats in the Château summer school was held at the CRC château on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009, an event organized jointly by faculty members of three French academic institutions the ENSAE ParisTech, the Ecole Polytechnique ParisTech, and the HEC Paris who cooperate through a scientific foundation devoted to the decision sciences.
This volume presents the state of the art on ill-posed statistical inverse problems and high-dimensional estimation, emphasizing their applications to economics in both lecture notes and original research articles.
The scientific content of the summer school was conveyed in two courses, one by Laurent Cavalier (Universite Aix-Marseille I) on ill-posed inverse problems, and one by Victor Chernozhukov (Massachusetts Institute of Technology) on high-dimensional estimation with applications to economics. Further, ten invited lecturers, whose names and topics can be found in the appendix of this volume, supplemented the two courses and provided either reviews of the state of the art in the field or of applications and original research contributions.