一直在忙博士论文, 没有像谢益辉期望的那样搞这个版.
这里是郁彬去年在北大的讲义:
http://images.ruc.edu.cn/other/2007-03-28/1175087238891.ppt
题目是 Lasso: model selection consistency and Blasso
(这个讲义的论文可以在郁彬的主页上下载.)
这个讲义中的一段还是很有见地的.
Computation for Statistical Inference的三个时代:
First generation computation in statistics before computers:
use parametric models with closed form solutions for
maximum likelihood estimators or Bayes estimators.
Second generation computation with computers:
design statistically optimal procedures and worry about
computation later. Call optimization routines.
Third generation computation:
form statistical goals with computation in mind and take
advantage of special features of statistical computation.