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DATA:7350

High-Dimensional Probability for Data Science

University of Iowa 3 credits DATA

Course Description

Nonasymptotic probability with a view towards applications in data science; concentration inequalities for functions of independent variables, martingale inequalities, entropy method, random matrices, matrix inequalities, suprema of random processes, and sparse recovery. Prerequisites: STAT:5101. Requirements: linear algebra course and familiarity with R or Python.

Code
DATA:7350
Credits
3
Subject
DATA

Programs That Include This Course

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