ELE538: Mathematics of High-Dimensional Data

Yuxin Chen, Princeton University, Fall 2018

Instructor

Yuxin Chen, B316 Equad, yuxin dot chen at princeton dot edu
Office hours: Mon/Wed 11am - 12pm (after the lectures), B316 Equad, or by appointment

Cong Ma, 220 Sherrerd hall, congm at princeton dot edu
- Office hours: Tue 3:30-4:30pm, open space on the 2nd floor of Sherrerd Hall, or by appointment
Changxiao Cai, C307 Engineering Quad, ccai at princeton dot edu
- Office hours: by appointment

Homeworks. There will be a few homework assignments that involve both theory and programming components. A hard copy of your homework must be turned in at the beginning of class. No late homeworks are accepted. You are encouraged to use LaTeX to typeset your homeworks.
Final project. See the description here.
Your grade: max{ 0.4*Homework + 0.6* Project, Project }

Prerequisites. Students should have backgrounds in basic linear algebra and in basic probability (measure- theoretic probability is not needed), as well as knowledge of a programming language like MATLAB or Python to conduct simple simulation exercises. While no specific background in optimization is required, a course such as ORF307 (Optimization) would be beneficial.

Piazza. The main mode of electronic communication between students and staff, as well as amongst students, will be through http:www.piazza.com/. It is intended for general questions about the course, clarifications about assignments, student questions to each other, discussions about material, and so on. We strongly encourage students to participate in discussion, ask and answer questions through this site. The course staff will monitor discussions closely.

Collaboration. We encourage you to work on homework problems in study groups. However, you must write up and submit your own solutions and code without reading or copying the solutions of other students or other online resources.