High-Dimensional Statistics
18.S997 · Mathematics · Graduate · Spring 2015
Prof. Philippe Rigollet
<p>This course offers an introduction to the finite sample analysis of high- dimensional statistical methods. The goal is to present various proof techniques for state-of-the-art methods in regression, matrix estimation and principal component analysis (PCA) as well as optimality guarantees. The course ends with research questions that are currently open.</p> <p>You can read more about Prof. Rigollet’s work and courses on his website</p>
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Prof. Philippe Rigollet. 18.S997 High-Dimensional Statistics. Spring 2015. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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