DSC 242. High-Dimensional Probability and Statistics (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/DSC.html#dsc242
Description
Concentration inequalities, Markov processes and ergodicity, martingale inequalities, empirical processes, sparse linear models in high dimensions, principal component analysis in high dimensions, estimation of large covariance matrices. Prerequisites: none. Restricted to DS75 and DS76 students.
Prerequisite courses
DSC 242 has no prerequisite courses.
Successor courses
No courses have DSC 242 as a prerequisite.