55 research outputs found
Estimation of linear models with inequality restrictions
Statistical Methods
High-Dimensional Statistics
These lecture notes were written for the course 18.657, High Dimensional
Statistics at MIT. They build on a set of notes that was prepared at Princeton
University in 2013-14 that was modified (and hopefully improved) over the
years.Comment: This is the 2017 version of these notes, uploaded to arXiv without
any chang
Information Geometry
This Special Issue of the journal Entropy, titled “Information Geometry I”, contains a collection of 17 papers concerning the foundations and applications of information geometry. Based on a geometrical interpretation of probability, information geometry has become a rich mathematical field employing the methods of differential geometry. It has numerous applications to data science, physics, and neuroscience. Presenting original research, yet written in an accessible, tutorial style, this collection of papers will be useful for scientists who are new to the field, while providing an excellent reference for the more experienced researcher. Several papers are written by authorities in the field, and topics cover the foundations of information geometry, as well as applications to statistics, Bayesian inference, machine learning, complex systems, physics, and neuroscience
- …