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Instructor: |
Matey Neykov (email: mneykov at andrew dot cmu dot edu) and Alessandro Rinaldo (email: arinaldo at cmu dot edu) |
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Alden Green (email: ajgreen at andrew dot cmu dot edu). Office Hour: TBA. |
Course Description and Objectives: |
This is a core Ph.D. course in theoretical statistics. We will cover a selection of modern topics in mathematical statistics, with a focus on high-dimensional statistical models and non-parametric statistical models. One of the main goals of this course is to provide you with some theoretical background and mathematical tools to read and understand the current statistical literature on high-dimensional models. Prerequisite: 36-709. |
Syllabus: |
Course work, class logistics and grading criteria are detailed in the syllabus. |
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Lectures: |
Tuesday and Thursday, 9:00am - 10:20am, PH226A. |
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Office hour: |
By appointment. |
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Schedule: |
Lecture schedule, scribe notes and homework assignments available here. |
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References: |
References and reading material available here. (The list will be regularly updated and expanded as the class progresses). |
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Announcements: |
TBA. |