Excessive-Dimensional Likelihood
Welcome to my course in excessive dimensional chance. I’m Roman Vershynin, professor of arithmetic on the College of California, Irvine, and the creator of the textbook “High dimensional probability. An introduction with applications in Data Science.”
This course builds probabilistic foundations for theoretical analysis in fashionable information science. You’ll be taught some strategies that kind a necessary toolbox for anybody seeking to do mathematical work in machine studying, theoretical laptop science, theoretical statistics, sign processing, and many others.
The course is appropriate for college students in arithmetic, statistics, laptop science, and electrical engineering. A stable background in undergraduate linear algebra, actual evaluation, and chance principle are minimal conditions. Some familiarity with metric, Hilbert and normed areas is a plus, however shouldn’t be required. Information of measure principle shouldn’t be required.
The course consists of 41 video lectures and 13 homework units.
It was taught remotely at Kyiv National University within the Fall of 2022,
in the course of the Russian invasion of Ukraine. The unparalleled dedication of Ukrainian college students to check arithmetic regardless of the hardships of the struggle was an amazing supply of inspiration for me.
Some elements of this course are loosely based mostly on my book, the draft of which you’ll be able to download without cost.