## ELE538: Mathematics of High-Dimensional DataYuxin Chen, Princeton University, Fall 2018
## Course DescriptionThis is a graduate level course covering various aspects of mathematical data science, particularly for large-scale problems. We will cover the mathematical foundations of several fundamental learning and inference problems, including clustering, spectral methods, tensor decomposition, graphical models, large-scale numerical linear algebra, matrix concentration inequalities, sparse recovery and compressed sensing, low-rank matrix recovery, shallow neural nets, etc. Both convex and nonconvex approaches will be discussed. We will focus on designing algorithms that are effective in both theory and practice. ## LecturesMon, Wed 9:30 AM - 10:50 AM Room: 101 Sherrerd hall
## Teaching StaffsInstructor: Yuxin Chen, B316 Equad, yuxin dot chen at princeton dot edu Teaching assistant: Cong Ma, 213 Sherrerd hall, congm at princeton dot edu Changxiao Cai, C307 Engineering Quad, ccai at princeton dot edu
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