ECE598YW: Information-theoretic methods in high-dimensional statistics

No required textbooks. Lecture notes will be provided. The following books are relevant:

• I.A. Ibragimov and R.Z. Has’minskii. Statistical Estimation: Asymptotic Theory. Springer, 1981.

• I.M. Johnstone. Gaussian estimation: Sequence and wavelet models, 2015.

• A.B. Tsybakov. Introduction to Nonparametric Estimation. Springer, 2009.

• A. Nemirovski. Topics in non-parametric statistics. In P. Bernard, editor, Ecole d’Et´e de Probabilit´es de Saint-Flour 1998 volume XXVIII of Lecture Notes in Mathematics, New York: Springer, 2000.

• Pascal Massart. Concentration Inequalities and Model Selection. In J. Picard, editor, Ecole d’Et´e de Probabilit´es de Saint-Flour 2003 volume XXXIII of Lecture Notes in Mathematics, New York: Springer, 2007.

• Sara van de Geer. Empirical Process Theory in M-Estimation, Cambridge, 2009.

• Y. Polyankiy and Y. Wu, Lecture notes on information theory, Feb 2015.