STAT 991-302: Mathematics of High-Dimensional Data

Yuxin Chen, Wharton Statistics and Data Science, Spring 2022

Tentative topics

  1. Clustering and community detection

  2. Spectral methods

  3. Matrix concentration inequalities

  4. Large-scale numerical linear algebra

  5. Tensor decomposition

  6. Randomized linear algebra

  7. Sparse recovery and compressed sensing

  8. Low-rank matrix recovery (convex approaches)

  9. Nonconvex matrix factorization

  10. Robust principal component analysis

  11. Reinforcement learning