notes.pdf
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STAT 578: Topics in High Dimensional Statistics Jingbo Liu This version: April 2, 2025 Contents 0 Course Information 5 1 Linear Regression 11 1.1 Gaussian Sequence Model . . . . . . . . . . . . . . . 12 1.1.1 Sparsity adaptive thresholding . . . . . . . . . 13 1.1.2 Stein’s paradox and the James-Stein estimator 16 1.2 Gaussian Linear Model and the Least Squares Regres- sion . . . . . . . . . . . . . . . . . . . . . . . . . . . 20…
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