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,...
This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerou...