Description:High-dimensional statistical learning has become an increasingly important research area. In this course, we will provide theoretical foundations of high-dimensional learning for several widely studied problems with many applications. More specifically, we will review concentration inequalities, VC dimension, metric entropy and statistical implications, consider high-dimensional lin...
AbstractGenetical genomics data present promising opportunities for integrating gene expression and genotype information. Lin et al. (2015) proposed an instrumental variables (IV) regression framework to select important genes with high-dimensional genetical genomics data. The IV regression addresses the issue of endogeneity caused by potential correlations between gene expressions and error te...