Advanced Statistical Theory
Lecture
Main Campus
Course Description
Sharp asymptotics in high-dimensional statistics. Universality. Convex empirical risk minimization and M estimation. Gaussian comparison inequalities. Approximate message passing algorithms. Sharp high-dimensional asymptotics of general first order algorithms. Bayes error in high-dimensional estimation. Non-convex problems.
STATS 314A
Units: 3
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Typically Offered
Not Available
Grading Basis
Letter or Credit/No Credit
Class Level
Graduate
Instructional Mode
In Person
Gen Ed Requirement(s)
None