MATH 680: Computation Intensive Statistics

Fall 2018

References


Optional, no required textbook:

Lecture Schedule


Topic 1 Introduction Slides Note - PR 1, R 1-3
Topic 2 Matrix Decomposition Slides Note Code R 4-5
Topic 3 Principle Component Analysis - - - PR 12, ESL 14.5
Topic 4 Ridge Regression - - - PR 3.1, ESL 3.1-3.2 3.4.1
Topic 5 Cross Validation - Note - ESL 7
Topic 6 Convex Sets and Functions Slides - - CVX 2-3
Topic 7 Optimization Basics Slides - - CVX 4
Topic 8 Gradient Descent Slides Note - CVX 9.1-9.4
Topic 9 Regression Tree Slides Note - ESL 9.2
Topic 10 Gradient Boosting Slides Note - ESL 10
Topic 11 Subgradient Slides - - -
Topic 12 Subgradient Method Slides - - -
Topic 13 Proximal Gradient Descent and Lasso Slides Note FISTA ESL 3 18 PA 3, 4, 6, 7

Homework


Datasets


References