High-Dimensional Data Analysis
BIOS 7240
Spring 2019
Note: There is a newer version of this course (Spring 2023) available here.
Announcements:
5-3: Due to conflicts with finals, the class for Monday, May 6 is moved to 1:00. Usual room (C301).
5-2: Fixed a key typo for the ADMM algorithm, in which I left out the step size parameter from the Lagrange multiplier update.
5-1: We will be having one final makeup class on Monday, May 6 – usual
room, usual time at 1:00.
2-8: I made a few wording changes to Assignment 2 (especially problem 3) that will hopefully clear some things up.
1-27: To clear up some confusion, I added two slides to the 1-14 lecture notes clarifying how I will be using the terms MSE, MSPE, and ME throughout the semester.
1-8: Welcome to the website for High-Dimensional Data Analysis. On the menu above are links to the syllabus, lecture notes, and assignments. There are also a number of data sets available. We will discuss these data in class and analyze them in homework assignments as the semester goes on.