STAT 991302: Mathematics of HighDimensional DataYuxin Chen, Wharton Statistics and Data Science, Spring 2022
Course DescriptionThis is a graduate level course covering various aspects of mathematical data science, particularly for largescale problems. We will cover the mathematical foundations of several fundamental learning and inference problems, including spectral methods, tensor decomposition, matrix concentration inequalities, randomized linear algebra, sparse recovery and compressed sensing, lowrank matrix recovery, nonconvex matrix factorization, reinforcement learning, etc. We will focus on designing algorithms that are effective in both theory and practice. Lectures
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