Mathematical Statistics

Workshop High-dimensional problems in Statistics, September 2011

Slides of the Wald Lectures 2016: First lecture, Second lecture, Third lecture

Slides of the van Wijngaarden Soiree 2016: Some bias and a pinch of variance

Slides of Lecture at Kick-off-Conference Laboratoire de Probabilités, Statistique et Modélisation 2018: Some concentration results for the Lasso

Slides of 1st Lecture at Georgia Tech (August 31, 2018): Sharp oracle inequalities for non-convex loss

Slides of 2nd Lecture at Georgia Tech (September 4, 2018): Compatibility and the Lasso

Slides of 3rd Lecture at Georgia Tech (September 6, 2018): The debiased Lasso

Slides of Markov lecture (November 5, 2018): Adaptive estimation using regularized empirical risk

Slides of MAD+ lecture (April 29, 2020): Total variation regularization

Slides of one world probability lecture (May 21, 2020): Learning with total variation regularization

Some keywords and phrases

adaptive estimation
empirical processes
high-dimensional data
non- and semiparametric statistical models
probability inequalities for stochastic processes

some links

The Bernoulli journal

Estimating a function of BOUNDED VARIATION (Animation)

and some gold

the empirical distribution