STAT 991-302: Mathematics of High-Dimensional Data

Instructor

• 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

Location

• Zoom: January 12 and January 19

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

Assessment

• 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.