240165 High-Dimensional Statistics (VÜA) (SoSe 2023)
Contents, comment
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The goal of this course is to provide a rigorous introduction to concepts and methods of high-dimensional statistics having numerous applications in data science, machine learning and signal processing.
Topics (tentative):
Compressed sensing and sparse recovery
Matrix completion and the Netflix problem
Principal component analysis and spectral clustering in high dimensions
Kernel methods and support vector machines
Overparametrization and the double descent phenomenon
Requirements for participation, required level
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Stochastik, Lineare Algebra, Analysis
Bibliography
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High-Dimensional Statistics by Martin J. Wainwright
High-Dimensional Probability by Roman Vershynin
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
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Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-P1 Profile Module 1 Profilierung 1 | Profilierungsvorlesung (mit Übung) - Typ 3 | Study requirement
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Student information |
| 24-M-P1a Profile Module 1, Part A Profilierung 1 Teil A | Profilierungsvorlesung (mit Übung) - Typ 3 | Study requirement
|
Student information |
| 24-M-P1b Profile Module 1, Part B Profilierung 1 Teil B | Profilierungsvorlesung (mit Übung) - Typ 3 | Student information | |
| 24-M-P2 Profile Module 2 Profilierung 2 | Profilierungsvorlesung (mit Übungen) - Typ 2 | Study requirement
|
Student information |
| 24-M-PWM Profile Module Economic Mathematics Profilierung Wirtschaftsmathematik | Profilierungsvorlesung (mit Übung) -Typ 3 | Study requirement
|
Student information |
| 31-M-ASM2 Advanced Statistical Methods II Advanced Statistical Methods II | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
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Student information |
| Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
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Student information | |
| 31-SW-AKStat Selected Topics in Statistics Ausgewählte Kapitel der Statistik | Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
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Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
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- Address:
- SS2023_240165@ekvv.uni-bielefeld.de
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- Notes:
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- Last update basic details/teaching staff:
- Wednesday, January 11, 2023
- Last update times:
- Wednesday, April 12, 2023
- Last update rooms:
- Wednesday, April 12, 2023
- Type(s) / SWS (hours per week per semester)
- lecture with exercises (VÜA) / 3
- Language
- This lecture is taught in english
- Department
- Faculty of Mathematics
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