ECE598YW: Informationtheoretic methods in highdimensional statisticsYihong Wu, University of Illinois, Spring 2016
The interplay between information theory and statistics is a constant theme in the development of both fields. This course will discuss how techniques rooted in information theory play a key role in understanding the fundamental limits of highdimensional statistical problems in terms of minimax risk and sample complexity. In particular, we will rigorously justify the phenomena of dimensionality reduction by either intrinsic lowdimensionality (sparsity, smoothness, shape, etc) or  the less familiar  extrinsic lowdimensionality (functional estimation). Complementing this objective of understanding the fundamental limits, another significant direction is to develop computationally efficient procedures that attain the statistical optimality, or to understand the lack thereof.
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