Instructor: Frederic Koehler
Tuesday and Thursday, 12:30 PM - 1:50 PM
Location: Jones 303
This is a class on the precise analysis of high-dimensional optimization problems arising from statistics, learning, and other areas using probabilistic tools. A main conceptual focus is the relationship between computational/constructive vs statistical/existential tractability. Techniques related to statistical physics (e.g. AMP), combinatorial and nonconvex optimization, and gaussian processes will be covered.
Every student enrolled for credit should scribe a class. Scribe notes should aim to be high quality, mathematically correct, and intelligible to someone who missed the class. They are due within 9 days of when the class occurred. I might ask for edits to the scribe notes if I observe areas for improvement. They will be posted on the course webpage.
Scribing template: scribetemplate.tex Please send tex and pdf when completed with scribing.
There will be a course project with a written report for all students enrolled for a grade. More information soon.
If you are auditing the class, please email me to ensure you receive relevant announcements.