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SAMSI FALL Course - Computational and Inferential Methods for High Dimensions and Massive Datasets

Principal Instructors: Various

Course Day and Time: Course will be held at SAMSI (driving directions) in RTP on Tuesdays, 4:30-7:00 p.m. in Room 150.

Schedule: First class Tuesday, September 4, 2012 ; last class day, Tuesday, November 27, 2012

Course Description:
This course focuses on fundamental methodological questions of statistics, mathematics and computer science posed by massive datasets, with applications to astronomy, high energy physics, and the environment.

Topics will include:

Data: where it comes from and how massive datasets can be efficiently managed, including dealing with missing and noisy data, anomalies and transient events

Computing: how computational needs can be met by distributing computing over the available computational resources including cluster, cloud and GPU computing; efficient computational algorithms

Visualization: data visualization to enhance human understanding

Statistical Inference: problems and opportunities in high dimensional data; false discovery rates; regularization, Bayes and empirical Bayes; parametric, semi-parametric and non- parametric modeling; leveraging algorithms and computer resources

Registration for this course is being processed through your respective university:
Duke: STA 790-03
NCSU: MA 810.001
UNC: STOR 940.1

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Projects

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Numerical Optimization - Gradient Methods

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Sufficient Dimension Reduction - slides

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Dimension Reduction Reading Lit

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Lecture Notes for Oct. 30

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Proof that Kernel Density Estimator estimates the density

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Intro to SVM Talk - Yufeng Liu

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Intro to Imaging Talk - Jiayang Sun

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Internet Traffic Talk - Bowei Xi

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Class schedule - subject to change