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High-Dimensional Statistics

Massachusetts Institute of TechnologyUnited States18.S997
Free, no sign-up neededSpring 2015English
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This course offers an introduction to the finite sample analysis of high- dimensional statistical methods. The goal is to present various proof techniques for state-of-the-art methods in regression, matrix estimation and principal component analysis (PCA) as well as optimality guarantees. The course ends with research questions that are currently open. You can read more about Prof. Rigollet’s work and courses on his website

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