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The "Stats in the Chateau" summer school was held at the CRC
chateau on the campus of HEC Paris, Jouy-en-Josas, France, from
August 31 to September 4, 2009. This event was organized jointly by
faculty members of three French academic institutions ENSAE
ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris which
cooperate through a scientific foundation devoted to the decision
sciences.
The scientific content of the summer school was conveyed in two
courses, one by Laurent Cavalier (Universite Aix-Marseille I) on
"Ill-posed Inverse Problems," and one by Victor Chernozhukov
(Massachusetts Institute of Technology) on "High-dimensional
Estimation with Applications to Economics." Ten invited researchers
also presented either reviews of the state of the art in the field
or of applications, or original research contributions.
This volume contains the lecture notes of the two courses.
Original research articles and a survey complement these lecture
notes. Applications to economics are discussed in various
contributions.
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