The goal of the project is to investigate a topic that involves applying optimization to analyze data. You cannot submit a project used for another course.

The project can be done in groups of 2.

  • Research project: If you are interested in doing a project on a novel research topic, you are required to discuss it with us in person before submitting the proposal. We will be happy to suggest topics.

  • Data-analysis project: The project should study a data-analysis technique relevant to the class by applying it to a real or simulated dataset that highlights some interesting aspect of the technique.

Project proposal

The proposal must be one page long. It should include:

  • A brief description of the aim of the project, i.e. what data-analysis technique it focuses on and what specific aspect you will be studying.

  • For data-analysis projects, what numerical experiments you plan to run (including the datasets that you plan to use) and what you hope to learn from them

  • For research projects, describe the precise goals of the project and your plan for achieving them.

  • Relevant bibliographic references.

Project report

  • The project should be written in Latex and be no more than 10 pages.

  • Make sure you structure the report well. You should at least have an introduction, a section where you explain what you did, a section for numerical experiments and a conclusion section.

  • Make clarity a priority. Make sure that you explain what is the point of your project and what conclusions you arrived to (and why or why not they make sense).


You may find some topics of interest among the talks of the Math and Data seminar. In addition, below is a list of additional topics. You are also very welcome to suggest your own!

  • Statistical inference via the lasso: See Chapter 6