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Regular version of the site
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
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.