Introduction to High Dimensional Data Analysis

MATH 765

Geometry of high dimensional data sets. Linear dimension reduction, principal component analysis, kernel methods. Nonlinear dimension reduction, manifold models. Graphs. Random walks on graphs, diffusions, page rank. Clustering, classification and regression in high-dimensions. Sparsity. Computational aspects, randomized algorithms. An assignment will ask the student to relate this course to their research.
Typically Offered
Fall Only