TA - High-Dimensional Statistics
Graduate course, TUM, Mathematics Department, 2022
Graduate course covering key concepts in high-dimensional statistics.
List of Topics:
- Linear Regression (Review)
- Ridge Regression
- Lasso for Sparse Regression
- Structured Sparsity
- Optimization
- Theory for Lasso
- Confidence Intervals for High-Dimensional Regression
- Multiple Testing and FDR Control
- Hypothesis Testing with High-Dimensional Data