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arXiv · 2101.05841

Lecture notes on high-dimensional data

Sven-Ake Wegner
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Abstract

These are lecture notes based on the first part of a course on 'Mathematical Data Science', which I taught to final year BSc students in the UK in 2019-2020. Topics include: concentration of measure in high dimensions; Gaussian random vectors in high dimensions; random projections; separation/disentangling of Gaussian data. A revised version has been published as part of the textbook [Mathematical Introduction to Data Science, Springer, Berlin, Heidelberg, 2024, https://link.springer.com/book/10.1007/978-3-662-69426-8].

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Sven-Ake Wegner. 2021-01-14. Lecture notes on high-dimensional data. https://arxiv.org/abs/2101.05841

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