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Foundations of Data Analysis (MA4800)


The exercise sessions will start during the week of May 8, 2017.


Lecture Slides

25 April 2017
26 April 2017

Lecture Notes

Problem Sets


  • G. Bennett, Probability inequalities for the sum of independent random variables, J. Amer. Statist. Assoc. 57 (1962), 33-45.
  • H. Chernoff, A measure of asymptotic efficiency of tests of a hypothesis based on the sum of observations, Ann. Math. Statist. 23 (1952), 49-507.
  • G. Grimmett and D. Stirzaker, Probability and Random Processes, third ed., Oxford University Press, New York, 2001.
  • W. Hackbusch, Tensor Spaces and Numerical Tensor Calculus, Berlin: Springer, 2012 (English).
  • R. A. Horn and Ch. R. Johnson, Matrix Analysis, 2nd ed., Cambridge University Press, 2013 (English).
  • J. Hopcroft and R. Kannan, Computer Science Theory for the Information Age,, 2012.
  • T. Hagerup and C. Rüb, A guided tour of Chernoff bounds, Inform. Process. Lett. 33 (1990), No. 6, 305-308.
  • I.T. Jolliffe, Principal Component Analysis, 2nd ed., Springer, 2002 (English).
  • G. Kemper, Lineare Algebra für Informatik, Lecture Notes, 2017
  • M. Mazeika, The singular value decomposition and low rank approximation,, 2016.
  • C. McDiarmid, Concentration, Probabilistic methods for algorithmic discrete mathematics, Algorithms Combin., Vol. 16, Springer, 1998, 195-248.
  • L. Mirsky, Symmetric gauge functions and unitarily invariant norms, The Quarterly Journal of Mathematics 11 (1960), No. 1, 50.
  • S. Ross, Introduction to Probability Models, nineth ed., Academic Press, 2006.
  • S. Varadhan, Large Deviations and Applications, École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87, Lecture Notes in Math., Vol. 1362, Springer, 1988, 1-49.
  • H. Weyl , Das asymptotische Verteilungsgesetz der Eigenwerte linearer partieller Differentialgleichungen (mit einer Anwendung auf die Theorie der Hohlraumstrahlung)., Math. Ann. 71 (1912), 441-479 (German).