2

This course offers an introduction to the finite sample analysis of high- dimensional statistical methods.

FREE
This course includes
Hours of videos

166 years, 7 months

Units & Quizzes

6

Unlimited Lifetime access
Access on mobile app
Certificate of Completion

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

Course Currilcum

  • Introduction Unlimited
  • Sub-Gaussian Random Variables Unlimited
  • Linear Regression Model Unlimited
  • Misspecified Linear Models Unlimited
  • Matrix Estimation Unlimited
  • Minimax Lower Bounds Unlimited