High-Dimensional-Statistics
Not well organized, email or DM me on twitter and I'll clean it up.
Examples with data for:
- PCA
- Factor Analysis
- CCA
- Covariance Matrix Estimation using POET (Fan, Liao, Mincheva 2013)
- Gaussian and Ising Graphic Models with LASSO (Meinhausen and Bühlmann, 2006) and L1-Regularized Logistic Regression (Wainwright, Ravikumar, and Lafferty 2006)
- Imputation using SVD
- Multiple Hypothesis Testing in R