An introduction to the mathematical methods behind scientific techniques developed for extracting information from large data sets. Elementary probability density functions, conditional expectation, inverse problems, regularization, dimension reduction, gradient methods, singular value decomposition and its applications, stability, diffusion maps. Examples from applications in data science and big data.
An introduction to the mathematical methods behind scientific techniques developed for extracting information from large data sets. Elementary probability density functions, conditional expectation, inverse problems, regularization, dimension reduction, gradient methods, singular value decomposition and its applications, stability, diffusion maps. Examples from applications in data science and big data.
