Description:High-dimensional statistical learning has become an increasingly important research area. In this course, we will provide theoretical foundations of high-dimensional learning for several widely studied problems with many applications. More specifically, we will review concentration inequalities, VC dimension, metric entropy and statistical implications, consider high-dimensional lin...
PrerequisiteElementary multivariate calculus, elementary statistics. Some basic General Relativity and Statistical Mechanics may help in following the applications.AbstractThe course is targeted to those who know beginning graduate level physics but do not know machine learning. We will cover important methods in machine learning with a view to their applications to current physics such as stri...