High-Dimensional Statistics

A branched-tree diagram.

A map showing the genetic distance between individuals from the five major geographic regions of the globe determined using statistical analysis. (Courtesy of Nievergelt et al.)


MIT Course Number


As Taught In

Spring 2015



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Course Description

Course Features

Course Description

This course offers an introduction to the finite sample analysis of high- dimensional statistical methods. The goal is to present various proof techniques for state-of-the-art methods in regression, matrix estimation and principal component analysis (PCA) as well as optimality guarantees. The course ends with research questions that are currently open.

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Related Content

Philippe Rigollet. 18.S997 High-Dimensional Statistics. Spring 2015. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.

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