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Last updated:
November 8, 2022
Duration:
Unlimited Duration
FREE
This course includes:
Unlimited Duration
Badge on Completion
Certificate of completion
Unlimited Duration
Description
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
Course Curriculum
- Introduction Unlimited
- Sub-Gaussian Random Variables Unlimited
- Linear Regression Model Unlimited
- Misspecified Linear Models Unlimited
- Matrix Estimation Unlimited
- Minimax Lower Bounds Unlimited
About the instructor
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1520
Courses
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Students
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Massachusetts Institute of Technology