ECE 598 YW
ECE 598 YW - Information-theoretic methods in high-dimensional statistics
|Information-Theoretic Methods||ECE598||YW||63778||LEC||4||1530 - 1650||T R||3015 Electrical & Computer Eng Bldg||Yihong Wu|
The goal of this course is to understand the fundamental limits of high-dimensional statistical problems via information-theoretic methods. We will discuss foundational topics on information-theoretic methods, such as information measures, Fano's inequality, Le Cam's method and generalizations, metric entropy and volumetric methods, aggregation, as well as their applications on specific problems, such as sparse linear regression, estimating high-dimensional matrices, principal component analysis, functional estimation, statistical estimation on large alphabets and large graphs, etc.