Reading material for the class will be assigned from:
36-710, Fall 2018 Class Schedule | Date | Lecture Topic | Readings | Scribe Notes | Notes |
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Aug 27, M | Introduction: high-dimensional statistical models |
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Aug 29, W | Sub-Gaussian variables |
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HW1 is out. | |
Sep 3, M | Labor day (no class) | |||
Sep 5, W | Sub-Gaussian variables. Properties and Hoeffding Inequality. |
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Sep 10, M | No Class. |
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Sep 12, W | Sub-Exponential variables. Properties and Bernstein Inequality. |
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Sep 17, M | Sub-Exponential variables. Properties and Bernstein Inequality |
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Sep 19, W | Maximal inequalities. The bounded difference inequality. |
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HW2 is out. | |
Sep 24, M | The bounded difference inequality: examples. |
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Sep 26, W | Covering and packing numbers. Concentration of the norm of a random vector. |
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Oct 1, M | Covariance matrix estimation in the operator norm. |
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Oct 3, W | Matrix Bernstein Inequality. |
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Oct 8, M | The Linear Regression Model. | HW3 is out. | ||
Oct 10, W | Risk Bound for Least Squares. | |||
Oct 15, M | Penalized Least Squares. Ridge Regression. Thresholding. |
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Oct 17, W | Slow rates for the Lasso. The RE condition. |
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Oct 22, M | Fast rates for the Lasso. Sparsistency. |
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HW4 is out. | |
Oct 24, W | An Oracle Inequality for Least Squares. | |||
Oct 29, M | A sparse oracle inequality for the Lasso. PCA. |
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Oct 31, W | PCA. |
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Nov 5, M | Davis Kahan. |
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HW5 is out. | |
Nov 7, W | PCA in high-dimensions. Sparse PCA. |
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Nov 12, M | Spectral Clustering for SBM. | |||
Nov 14, W | ULLNs vias Rademacher complexities: introduction. |
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Nov 19, M | ULLNs vias Rademacher complexities: symmetrization inequalities. |
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Nov 21, W | Thanksgiving Break. No class. | HW6 is out. | ||
Nov 26, M | VC Theory. |
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Nov 28, W | VC Theory: refinements and covering numbers. Suprema of empoirical processes. |
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Dec 3, M | One Step Discretization and Chaining. |
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Dec 5, W | Chaining. |
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