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