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MATH-GA 2830.002 Advanced Topics in Applied Math: MATHEMATICS OF DATA SCIENCE
(Fall 2016, NYU Courant Math; aka: CSCI-GA 2930)
Afonso S. Bandeira
Lectures: Wed 11am-12.50pm at CIWW1302 (Note the room change).
Office Hours: Tue 10.30am-12.30pm at CIWW1123 (or by appointment)
I also hold Office Hours for another course Wed 2.30pm-4.30pm (at CDS in 60 5th Av., Room 603).
Piazza page available here.
Prerequisites: Working knowledge of linear algebra and basic probability is required. Some familiarity with the basics of optimization and algorithms is also recommended.
Syllabus: A mostly self-contained research-oriented and fast-paced course designed for PhD students with an interest in doing research in theoretical aspects of algorithms that aim to extract information from data. These often lie in overlaps of (Applied) Mathematics with: Computer Science, Electrical Engineering, Statistics, and/or Operations Research. Each lecture will feature a couple of Mathematical Open Problem(s) with relevance in Data Science. The main mathematical tools used will be Probability and Linear Algebra, and a basic familiarity with these subjects is required. There will also be some (although knowledge of these tools is not assumed) Graph Theory, Representation Theory, Applied Harmonic Analysis, among others. The topics treated will include Dimension reduction, Manifold learning, Sparse recovery, Random Matrices, Approximation Algorithms, Community detection in graphs, and several others. Take a look at the Syllabus for a more detailed list of the topics covered.
Open problems will be presented at the end of most lectures.
I am here to help: please let me know of your goals for your project and keep me up to date of your progress on it. If you have any question, want to discuss a problem, or brainstorm about any research idea, just email me and we'll schedule a time to meet.
Feedback: Also, if you have any comment or feedback on the class (it's going too fast, too slow, you want me to cover more of something, or less of something else, etc) please let me know (in person or through email) or submit a comment to this google form. Having direct feedback from you is the best way for me to try give lectures that you like! (keep in mind that I don't know who sent me the comment or feedback and there is no way for me to answer, for questions use email, or my blog).