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Introduction to High-Dimensional Statistics by Christophe Giraud is a concise learning book for students (graduate/PhD) and researchers interested in discovering the mathematical foundations of high-dimensional statistics. The book explains as simply as possible the main concepts and ideas on some selected topics of high-dimensional statistics. The proofs issued from the recent research literature have been significantly streamlined in order to remain compact, yet precise.
The detailed exercises offer the opportunuity to "learn by doing" further developments of the presented theories.
You are welcome to share your solutions to the exercises on the wiki-website:
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