Textbook on high-dimensional statistics I am a beginning PhD student in biostatistics and want to learn about high-dimensional statistics. I have looked into the books by Buehlmann/Geer, Wainwright, and Giraud, but they seem to be targeted at researchers: for example, the derivations are sometimes hard to follow and there is little help on practical issues. Do you have any recommendations? Preferably something with R code?

You mention interest in genomic problems, with 1000s of genes but 100s of samples. Brad Efron's "Large Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction" might be a good fit. The back of the book blurb starts out with:

We live in a new age for statistical inference, where modern scientific technology such as microarrays and fMRI machines routinely produce thousands and sometimes millions of parallel data sets, each with its own estimation or testing problem...

He uses an Empirical Bayes approach to show links between Frequentist and Bayesian perspectives on what to do when testing 1000s of hypotheses or making 1000s of estimates or predictions at once.
Efron has posted the table of contents and prologue here:
https://efron.ckirby.su.domains/other/2010LSIexcerpt.pdf
and provides R code and datasets here:
https://efron.ckirby.su.domains/LSI/datasets-and-programs/datasets.html
