Introduction to High-Dimensional Statistics, 2nd Edition

Preface

Over the last twenty years (or so), the dramatic development of data acquisition technologies has enabled devices able to take thousands (up to millions) of measurements simultaneously. The data produced by such wide-scale devices are said to be high-dimensional. They can be met in almost any branch of human activities, including medicine (biotech data, medical imaging, etc.), basic sciences (astrophysics, environmental sciences, etc.), e-commerce (tracking, loyalty programs, etc.), finance, cooperative activities (crowdsourcing data), etc. Having access to such massive data sounds like a blessing. Unfortunately, the analysis of high-dimensional data is extremely challenging. Indeed, separating the useful information from the noise ...