高维统计High-Dimensional Statistics |
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课程网址: | https://ocw.mit.edu/courses/18-s997-high-dimensional-statistics-s... |
主讲教师: | Prof. Philippe Rigollet |
开课单位: | 麻省理工学院 |
开课时间: | 2015-01-01 |
课程语种: | 英语 |
中文简介: | 本课程介绍高维统计方法的有限样本分析。目标是为回归、矩阵估计和主成分分析(PCA)以及最优性保证提供最先进的方法的各种证明技术。该课程以当前未解决的研究问题结束。 |
课程简介: | This course offers an introduction to the finite sample analysis of high- dimensional statistical methods. The goal is to present various proof techniques for state-of-the-art methods in regression, matrix estimation and principal component analysis (PCA) as well as optimality guarantees. The course ends with research questions that are currently open. |
关 键 词: | 高维统计; 有限样本分析; 矩阵估计 |
课程来源: | 麻省理工学院公开课 |
数据采集: | 2024-02-07:chenjy |
最后编审: | 2024-02-07:chenjy |
阅读次数: | 5 |