Master
2022/2023
High Dimensional Probability and Statistics
Type:
Compulsory course (Math of Machine Learning)
Area of studies:
Applied Mathematics and Informatics
Delivered by:
Department of Complex System Modelling Technologies
Where:
Faculty of Computer Science
When:
1 year, 3, 4 module
Mode of studies:
offline
Open to:
students of one campus
Master’s programme:
Math of Machine Learning
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.