Statistics 386 Winter 2013
Instructor: Professor Steve Lalley Office: 118 Eckhart Hall Office Hours: Wednesday 2:00 - 3:00 Phone: 702-9890 E-mail: lalley "atsign" galton.uchicago.edu This course will cover a number of topics in probability and stochastic processes related to "high-dimensional" data. These will include Bookmark this page! I will post lecture notes and other material here. Exercises (optional) are embedded in the lecture notes.
Statistics 386: Probability in many dimensions Winter 2013 Instructor: Professor Steve Lalley Office: 118 Eckhart Hall Office Hours: Wednesday 2:00 - 3:00 Phone: 702-9890 E-mail: lalley "atsign" galton.uchicago.edu This course will cover a number of topics in probability and stochastic processes related to "high-dimensional" data. These will include Concentration inequalities Entropy and relative entropy Dimension reduction and projections Large random matrices (Wigner and Marchenko-Pastur theorems) An introduction to compressed sensing Eigenvalue Distribution of a Random…
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