STAT 991-302: Mathematics of High-Dimensional Data

Yuxin Chen, Wharton Statistics and Data Science, Spring 2022


  • Yuxin Chen, 313 Academic Research Building, yuxinc at wharton dot upenn dot edu

  • Office hours: by appointment

Lecture Times

  • Mon, Wed 1:45 PM - 3:15 PM


  • Zoom: January 12 and January 19

  • F60, Jon M. Huntsman Hall: starting from January 24


  • Attendance and class participation (30%).

  • Final project (70%). See the description here.

Course Policies

  • Prerequisites. Students should have backgrounds in basic linear algebra, basic probability (measure-theoretic probability is not needed), and basic optimization, as well as experience of a programming language like MATLAB or Python to conduct simulation.