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Estimation of Functionals of High-Dimensional and Infinite-Dimensional Parameters of Statistical Models

Vladimir Koltchinskii, Georgia Institute of Technology
2-449

The mini-course will meet on Monday, April 1 and Wednesday, April 3rd from 1:30-3:00pm This mini-course deals with a circle of problems related to estimation of real valued functionals of high-dimensional and infinite-dimensional parameters of statistical models. In such problems, it is of interest to estimate one-dimensional features of a high-dimensional parameter represented by nonlinear functionals of certain degree of smoothness defined on the parameter space. The functionals of interest could be often estimated with faster convergence rates than the…

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