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Searched for: 1 subject found.
9.521[J] Mathematical Statistics
(New)(
)
(Same subject as IDS.160[J])
Prereq: (6.436, 18.06, and 18.6501) or permission of instructor
Units: 4-0-8
Lecture: TR1-2.30 (2-190) Recitation: TBA
Introduces students to modern non-asymptotic statistical analysis. Topics include high-dimensional models, nonparametric regression, covariance estimation, principal component analysis, oracle inequalities, prediction and margin analysis for classification. Develops a rigorous probabilistic toolkit, including tail bounds and a basic theory of empirical processes
A. Rakhlin
No required or recommended textbooks
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