Course: STAT 946 — Mathematics of Data Science (Adv. Topics)
Section: Lec 001— Winter 2021
Course website: See Learn.

Blurb: Data science is an exciting and multidisciplinary field which connects problems in a broad range of fields from statistics and probability, to computation and optimization, to harmonic analysis and dynamical systems. Given inference task, is it possible to compute your favorite estimator on a feasible timescale? Conversely, given a problem from machine learning, what are the fundamental statistical limits of your method? How do you begin to answer these questions when the dimension of the parameter space or the data set is extremely large and has complex (e.g., manifold, graph, group) structure? In these settings many of the classical tools from these fields do not apply and we have to revisit the mathematical foundations.

Course Notes