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Reading Seminar: High-Dimensional Statistics

As working with ever-growing data sets is important in science and industry, we are planning to present and discuss problems of classical statistical methods and new approaches for high-dimensional data sets. Concepts like sparse linear models or principal component analysis will be reintroduced while focussing on problems of known techniques in high dimensions. Besides this, topics like random matrix and covarince estimation, non-parametric least squares, localization and uniform laws and minimax lower bounds are planned. As not only analysing data but also presenting results is an important topic, we will further discuss graphical models for high-dimensional data, fo- cussing on lasso and neighborhood-based methods. The starting point of our discussions will be the newly published book [1].

In weekly short presentations of approximately 30-45 minutes, the participants present parts of the survey and related research papers. The presentations are accompanied by 15 minutes of discussion among the participants.

The target audience of the reading seminar is Ph.D. students and master students with research interests related to the covered mathematical topics. The goal of the seminar is to enlarge the mathematical toolkit of the participants and to familiarize them with current developments in the mentioned fields of research. Furthermore, another goal is the enhancement of presentation skills of the participants.

News

  • First meeting: April 23 at 11 AM in MI 03.08.022.
  • Master students who want to participate can sign up in TUMonline.
  • Further information is available in this Moodle course.

Schedule

The reading seminar takes place on Tuesdays at 1:30 PM in MI 03.08.022.

30.04.2019 Christian Kümmerle

Chapter 6, part I
07.05.2019 Stefan Bamberger

Chapter 6, part II
14.05.2019 Christian Kümmerle, Stefan Bamberger

Chapter 6, part III

28.05.2019 Michael Rauchensteiner

Chapter 8
04.06.2019 Tim Fuchs

Chapter 10, part I
18.06.2019 Claudio Verdun

Chapter 10, part II
25.06.2019 Carlos Améndola

Chapter 11, part I
02.07.2019 Dominik Stöger

Chapter 11, part II
09.07.2019 no seminar

16.07.2019 Olga Graf

Chapter 12
23.07.2019 Thomas Delerue

Chapter 3.3

Organizers

  Person e-mail
  Carlos Améndola  amendolaematma.tum.de
  Tim Fuchs  tim.fuchsematma.tum.de
  Christian Kümmerle   c.kuemmerleemattum.de
  Dominik Stöger   dominik.stoegerematma.tum.de

Reference

[1]    Wainwright, M. (2019). High-Dimensional Statistics: A Non-Asymptotic Viewpoint Pfeil (Cambridge Series in Statistical and Probabilistic Mathematics). Cambridge: Cambridge University Press. (doi:10.1017/9781108627771)