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Searched for: 1 subject found.
IDS.160[J] Mathematical Statistics: a Non-Asymptotic Approach
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(Same subject as 6.7740[J], 9.521[J], 18.656[J])
Prereq: (6.7700, 18.06, and 18.6501) or permission of instructor
Units: 3-0-9
Introduces students to modern non-asymptotic statistical analysis. Topics include high-dimensional models, nonparametric regression, covariance estimation, principal component analysis, oracle inequalities, prediction and margin analysis for classification. Develops a rigorous probabilistic toolkit, including tail bounds and a basic theory of empirical processes
S. Rakhlin, P. Rigollet
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