ABSTRACT
In this chapter we face the major challenge of modern statistics, devising and analyzing
methods of inference for high dimensional complex data. The issues we discuss in this
chapter are:
1. Prediction with high dimensional covariates
Under this heading we will consider classification, regression and prediction problems
now associated with machine learning, and statistical learning. The methods we shall
briefly discuss include ones easily related to statistical methods such as the univariate curve
estimation in Chapter 11 and the logistic regression in Sections 6.4.3 and 6.5; and ones
more closely related to machine learning such as support vector machines and boosting.
