Statistics in high dimensions

  • Aad van der Vaart

    Universiteit Leiden, Netherlands
  • Wessel van Wieringen

    VU University Medical Center, Amsterdam, Netherlands
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High-dimensional data and models are central to modern statistics. We review some key concepts, some intriguing connections to ideas of the past, and some methods and theoretical results developed in the past decade. We illustrate these results in the context of genomic data from cancer research.