Course: STAT 33612
Title: Randomness and High-Dimensional Optimization
Instructor: Frederic Koehler
Class Schedule: Sec 1: TR 12:30 PM–1:50 PM in Jones 303
Description: This is a class on the precise analysis of high-dimensional optimization problems arising from statistics, learning, and other areas using probabilistic tools. A main conceptual focus is the relationship between computational/constructive vs statistical/existential tractability. Techniques related to statistical physics (e.g. AMP), combinatorial and nonconvex optimization, and gaussian processes will be covered.