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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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Instructor Rating

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Courses

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Students

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Massachusetts Institute of Technology