Sahand Negahban

Sahand Negahban's picture
Assistant Professor of Statistics
24 Hillhouse Ave, New Haven, CT 06511-6814


STAT 679a High-Dimensional Statistical Estimation

In this course we will review the recent advances in high-dimensional statistics. We will cover concepts in empirical process theory, concentration of measure, and random matrix theory in the context of understanding the statistical properties of high-dimensional estimation methods. In this discussion we will also overview the computational constraints that are involved with solving high-dimensional problems and touch upon concepts in convex optimization and online learning.

Term: Fall
Day/Time: Tuesday, Thursday 12:00pm - 1:15pm