Instructor(s)
Prof. Philippe Rigollet
MIT Course Number
18.S997
As Taught In
Spring 2015
Level
Graduate
Course Description
Course Features
Course 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