Inverse Problems and High-Dimensional Estimation Plane
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springer.com/NEWSonline Springer News 4/2011 Statistics 77 P. Alquier, Université Paris 7 and ENSAE ParisTech – R. Christensen, University of New Mexico, A. DasGupta, Purdue University, West Lafayette, IN, CREST, Paris, France; E. Gautier, CREST, Malakoff, Albuquerque, USA USA (Ed.) France; G. Stoltz, CNRS - Ecole normale supérieure & HEC Paris, France (Eds.) Plane Answers to Complex Selected Works of Debabrata Inverse Problems and Questions Basu The Theory of Linear Models High-Dimensional Estimation This book contains a little more than 20 of Stats in the Château Summer School, This textbook provides a wide-ranging intro- Debabrata Basu’s most significant articles and August 31–September 4, 2009 duction to the use and theory of linear models writings. Debabrata Basu is internationally known for analyzing data. The author’s emphasis is on for his highly influential and fundamental contri- The “Stats in the Château” summer school was providing a unified treatment of linear models, butions to the foundations of statistics, survey held at the CRC château on the campus of HEC including analysis of variance models and regres- sampling, sufficiency, and invariance. The major Paris, Jouy-en-Josas, France, from August 31 to sion models, based on projections, orthogonality, theorem bearing his name has had numerous September 4, 2009, an event organized jointly and other vector space ideas. Every chapter comes applications to statistics and probability. The by faculty members of three French academic with numerous exercises and examples that make articles in this volume are reprints of the original institutions — the ENSAE ParisTech, the Ecole it ideal for a graduate-level course. All of the stan- articles, in a chronological order. The book also Polytechnique ParisTech, and the HEC Paris — dard topics are covered in depth: ANOVA, estima- contains eleven commentaries written by some who cooperate through a scientific foundation tion including Bayesian estimation, hypothesis of the most distinguished scholars in the area devoted to the decision sciences. This volume testing, multiple comparisons, regression analysis, of foundations and statistical inference. These presents the state of the art on ill-posed statistical and experimental design models. In addition, the commentaries are by George Casella and V. Gopal, inverse problems and high-dimensional estima- book covers topics that are not usually treated at Phil Dawid, Tom DiCiccio and Alastair Young, tion, emphasizing their applications to economics this level, but which are important in their own Malay Ghosh, Jay kadane, Glen Meeden, Robert in both lecture notes and original research articles. right: balanced incomplete block designs, testing Serfling, Jayaram Sethuraman, Terry Speed, and for lack of fit, testing for independence, models Alan Welsh. Features with singular covariance matrices, variance 7 An excellent review of the state of the art written component estimation, best linear and best linear Features by leaders in their domain 7 Applications of unbiased prediction, collinearity, and variable 7 Includes original commentaries on Basu's work recent estimation techniques to quantitative analysis selection. by ten leading statisticians 7 Includes complete in economics are performed 7 The two lecture bibliography 7 All major articles available in one notes chapters can be used for a graduate course Features volume 7 Updated version of a classic textbook in From the contents Statistics 7 Focus on Fisherian inference, rather Field of interest Part I Lecture Notes on Inverse Problems: Inverse than the previous blend of Fisherian and Neyman– Statistical Theory and Methods Problems in Statistics (Laurent Cavalier).- Part II Pearson inference 7 Illustrates the practical Invited Contribution on Inverse Problems: Non application of the projective approach to linear Target groups Parametric Models with Instrumental Variables models Research (Jean-Pierre Florens).- Part III Lecture Notes on High-Dimensional Estimation: High Dimensional Contents Discount group Sparse Econometric Models: An Introduction Introduction.- Estimation.- Testing.- One-Way P (Alexandre Belloni and Victor Chernozhukov).- ANOVA.- Multiple Comparison Techniques.- Part IV Invited Contributions on High-Dimen- Regression Analysis.- Multifactor Analysis of sional Estimation: Model selection in Gaussian Variance.- Experimental Design Models.- Analysis regression for high-dimensional data (Felix of Covariance.- General Gauss-Markov Models.- Abramovich and Vadim Grinshtein). Split Plot Models.- Mixed Models and Variance Components.- Model Diagnostics.- Variable Selec- Fields of interest tion.- Collinearity and Alternative Estimates.- Statistics, general; Economics/Management Science, general; Mathematics, general Field of interest Statistical Theory and Methods Target groups Research Target groups Research Discount group P Discount group P Due July 2011 Due June 2011 Available 2011. XIV, 204 p. 12 illus. (Lecture Notes in Statistics / Lecture Notes in Statistics - Proceedings, Volume 203) 4th Ed. 2011. XXII, 496 p. 29 illus. (Springer Texts in 2011. XX, 480 p. (Selected Works in Probability and Softcover Statistics) Hardcover Statistics) Hardcover 7 approx. $99.00 7 approx. $99.00 7 $199.00 ISBN 978-3-642-19988-2 ISBN 978-1-4419-9815-6 ISBN 978-1-4419-5824-2 78 Statistics Springer News 4/2011 springer.com/NEWSonline E. Lehmann, Berkeley, CA, USA Fisher, Neyman, and the Creation of Classical Statistics Prepared by: J. Shaffer, University of California, Berkeley, CA, USA Classical statistical theory—hypothesis testing, estimation, and the design of experiments and sample surveys—is mainly the creation of two men: Ronald A. Fisher (1890-1962) and Jerzy Neyman (1894-1981). Their contributions sometimes complemented each other, sometimes occurred in parallel, and, particularly at later stages, often were in strong opposition. The two men would not be pleased to see their names linked in this way, since throughout most of their working lives they detested each other. Never- theless, they worked on the same problems, and through their combined efforts created a new discipline. This new book by E.L. Lehmann, himself a student of Neyman’s, explores the rela- tionship between Neyman and Fisher, as well as their interactions with other influential statisti- cians, and the statistical history they helped create together. Lehmann uses direct correspondence and original papers to recreate an historical account of the creation of the Neyman-Pearson Theory as well as Fisher’s dissent, and other important statistical theories. Features 7 Written by the pre-eminent E. L Lehman 7 Examines the history of statistics through the personal and professional relationships of Neyman and Fisher, two of the discipline's most influential contributors 7 Creates a personal account of the creation of hypothesis testing, estimation, and the design of experiments and sample surveys Field of interest Statistical Theory and Methods Target groups Popular/general Discount group P Due June 2011 2011. IV, 150 p. 8 illus. Softcover 7 approx. $34.95 ISBN 978-1-4419-9499-8.