APMA E4990.002 Topics in Applied Math: Mathematics of Data Science (Fall 2022)


Syllabus

  • Lecture 1 - course intro (9/6)
    (slides, video)

  • Lecture 2 - Eigendecomposition and projections (9/8)
    (slides, video)

  • Lecture 3 - SVD (9/13)
    (slides, video unavailable)

  • Lecture 4 - Basic probability review (9/15)
    (slides, video)

  • Lecture 5 - Law of large numbers and CLT; basic convex optimization (9/20)
    (slides, video)

Problems sets and other additional materials are available on Courseworks. Please contact me if you would like to audit the class.