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We start the part of high-dimensional inference by introducing the problems in statistical inference. Given the statistical model \(\{\mathbb {P}_{\theta }|\theta \in \Theta \}\) , we observe \(X_1,\ldots ,X_n \stackrel {iid}{\sim } \mathbb {P}_{\theta ^*}\) where \(\theta ^*\) is the truth. Here are the major goals to estimation and inference.

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High Dimensional Inference

  • 章节

  • 发表日期：

    2025年

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  • Junwei Lu

摘要

We start the part of high-dimensional inference by introducing the problems in statistical inference. Given the statistical model \(\{\mathbb {P}_{\theta }|\theta \in \Theta \}\) , we observe \(X_1,\ldots ,X_n \stackrel {iid}{\sim } \mathbb {P}_{\theta ^*}\) where \(\theta ^*\) is the truth. Here are the major goals to estimation and inference.