2025/2026
Вероятность и статистика в высокой размерности
Статус:
Маго-лего
Когда читается:
3, 4 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Контактные часы:
80
Course Syllabus
Abstract
The course presents an introduction to modern statistical and probabilistic methods for data analysis, emphasising finite sample guarantees and problems arising from high-dimensional data. The course is mathematically oriented and level of the material ranges from a solid undergraduate to a graduate level. Topics studied include for instance Concentration Inequalities, High Dimensional Linear Regression and Matrix estimation. Prerequisite: Probability Theory.