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
- 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