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Instructor: |
Alessandro Rinaldo (email: arinaldo at cmu dot edu) |
Course Description and Objectives: |
The course will cover a selection of topics in modern mathematical statistics, focussing on concentration inequalities and concentration of measure. The bulk of the course will cover material found in Chapters 2 through 9 of the book Concentration Inequalities: A Nonasymptotic Theory of Independence, by S. Boucheron, G. Lugosi and P. Massart, Oxford University Press, 2013 The main goal 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 and nonparametric models. |
Syllabus: |
Course work, class logistics and grading criteria are detailed in the syllabus. |
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Lectures: |
Monday and Wednesday, 8:35am - 9:55am, WEH 4625. |
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Office hour: |
By appointment. |
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Schedule: |
Lecture schedule, scribe notes and homework assignments available on the schedule webpage |
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References: |
References and reading material available on the references webpage. (The list will be regularly updated and expanded as the class progresses). |
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COVID-19: |
All students are expected to abide by all behaviors indicated in A Tartan's Responsibility, including wearing facial masks at all times and providing timely updates based on the current conditions. |