227-0434-10L  Mathematics of Information

SemesterSpring Semester 2022
LecturersH. Bölcskei
Periodicityyearly recurring course
Language of instructionEnglish



Courses

NumberTitleHoursLecturers
227-0434-10 VMathematics of Information
Hybride Veranstaltung, die Veranstaltung kann in Präsenz oder online verfolgt werden.
3 hrs
Thu09:15-12:00ML F 36 »
H. Bölcskei
227-0434-10 UMathematics of Information
Hybride Veranstaltung, die Veranstaltung kann in Präsenz oder online verfolgt werden.
2 hrs
Mon14:15-16:00ML E 12 »
H. Bölcskei
227-0434-10 AMathematics of Information2 hrsH. Bölcskei

Catalogue data

AbstractThe class focuses on mathematical aspects of

1. Information science: Sampling theorems, frame theory, compressed sensing, sparsity, super-resolution, spectrum-blind sampling, subspace algorithms, dimensionality reduction

2. Learning theory: Approximation theory, greedy algorithms, uniform laws of large numbers, Rademacher complexity, Vapnik-Chervonenkis dimension
ObjectiveThe aim of the class is to familiarize the students with the most commonly used mathematical theories in data science, high-dimensional data analysis, and learning theory. The class consists of the lecture and exercise sessions with homework problems.
ContentMathematics of Information

1. Signal representations: Frame theory, wavelets, Gabor expansions, sampling theorems, density theorems

2. Sparsity and compressed sensing: Sparse linear models, uncertainty relations in sparse signal recovery, super-resolution, spectrum-blind sampling, subspace algorithms (ESPRIT), estimation in the high-dimensional noisy case, Lasso

3. Dimensionality reduction: Random projections, the Johnson-Lindenstrauss Lemma

Mathematics of Learning

4. Approximation theory: Nonlinear approximation theory, best M-term approximation, greedy algorithms, fundamental limits on compressibility of signal classes, Kolmogorov-Tikhomirov epsilon-entropy of signal classes, optimal compression of signal classes

5. Uniform laws of large numbers: Rademacher complexity, Vapnik-Chervonenkis dimension, classes with polynomial discrimination
Lecture notesDetailed lecture notes will be provided at the beginning of the semester.
Prerequisites / NoticeThis course is aimed at students with a background in basic linear algebra, analysis, statistics, and probability.

We encourage students who are interested in mathematical data science to take both this course and "401-4944-20L Mathematics of Data Science" by Prof. A. Bandeira. The two courses are designed to be complementary.

H. Bölcskei and A. Bandeira

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits8 credits
ExaminersH. Bölcskei
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is only offered in the session after the course unit. Repetition only possible after re-enrolling.
Mode of examinationwritten 180 minutes
Written aids10 handwritten or printed A4 pages summary (or 5 A4 pages on both sides). Electronic devices (laptops, calculators, cellphones, etc...) are not allowed.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

 
Main linkCourse Website
Only public learning materials are listed.

Groups

No information on groups available.

Restrictions

There are no additional restrictions for the registration.

Offered in

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