36-710 Advanced Statistical Theory II

12 units, Carnegie Mellon University

This is a core Ph.D. course in theoretical statistics. The class will cover a selection of modern topics in mathematical statistics, focussing on highdimensional parametric models and nonparametric models. The main goal of the course is to provide the students with adequate theoretical background and mathematical tools to read and understand the current statistical literature on highdimensional models. Topics will include concentration inequalities, covariance estimation, principal component analysis, penalized linear regression, maximal inequalities for empirical processes, Rademacher and Gaussian complexities, nonparametric regression and minimax theory.

Prerequisites: none listed

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