DS-GA 3001 / MATH-GA 2840 Probability and Statistics 2

DS-GA 3001 Special Topics in Data Science:
MATH-GA 2840 Advanced Topics in Applied Math:
Probability and Statistics 2

Term: Spring 2023
Instructor: Dr. Carlos Fernandez-Granda
Level: Graduate / PhD

Topics

Correlation, the law of large numbers, the central limit theorem, confidence intervals, the bootstrap, hypothesis testing, the covariance matrix, principal-component analysis, low-rank models, regression and classification.

Description

This course is a continuation of Probability and Statistics for Data Science. We will cover more advanced concepts from probability and statistics emphasizing their application to real-world data. Evaluation will be based on weekly homeworks and a project.