High-Dimensional Data Analysis

The book covers new mathematical and computational principles for high-dimensional data analysis (statistics and geometry), scalable optimization methods (convex and nonconvex), and important applications such as scientific imaging, wideband communications, face recognition, 3D vision, and deep networks. This book is to be used as an introductory graduate textbook for the areas...

The book covers new mathematical and computational principles for high-dimensional data analysis (statistics and geometry), scalable optimization methods (convex and nonconvex), and important applications such as scientific imaging, wideband communications, face recognition, 3D vision, and deep networks. This book is to be used as an introductory graduate textbook for the areas of data science, signal processing, optimization, and machine learning. It has been used as textbook for courses at UC Berkeley, Columbia University, and University of Michigan etc.

https://book-wright-ma.github.io/

John Wright is an Associate Professor in the Electrical Engineering Department and the Data Science Institute at Columbia University.

Yi Ma is a Professor in the Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley. He is a Fellow of the IEEE, ACM, and SIAM.