2022/2023
High Dimensional Probability and Statistics
Type:
Mago-Lego
Delivered by:
Department of Complex System Modelling Technologies
When:
3, 4 module
Open to:
students of one campus
Language:
English
ECTS credits:
6
Contact hours:
68
Course Syllabus
Abstract
The course presents an introduction to modern statistical and probabilistic methods for data analysis, emphasising finite sample guarantees and problems arising from high-dimensional data. The course is mathematically oriented and level of the material ranges from a solid undergraduate to a graduate level. Topics studied include for instance Concentration Inequalities, High Dimensional Linear Regression and Matrix estimation. Prerequisite: Probability Theory.