In this note, we aim to give a very brief introduction to high-dimensional statistics. Rather than attempting to give an overview of this vast area, we will explain what is meant by highdimensional data and then focus on two methods which have been introduced to deal with this sort of data. Many of the state of the art techniques used in high-dimensional statistics today are based on these two core methods. We begin with a quick recap of least squares regression. An introduction to high-dimensional statistics