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Course: STAT 41600
Title: High-Dimensional Statistics II
Instructor(s): Rina Foygel Barber; John Lafferty
Class Schedule: Sec 01: MW 10:30–11:50 AM inJones 226
Office Hours:  
Course Homepage: Course Homepage
Textbook(s): None 
Description: This course is the second quarter of a two-quarter sequence on high-dimensional statistics. This second course emphasizes foundational aspects of high-dimensional statistics, focusing on principles that are used across a range of problems and are likely to be relevant for methods developed in the future. Topics include "the curse of dimensionality," elements of random matrix theory, properties of high-dimensional covariance matrices, concentration of measure, dimensionality reduction techniques, and handling mis-specified models.

Prerequisite(s): STAT 30100 or STAT 30400 or STAT 31015, or consent of instructor.