Mathematics for Data Science (IMEN 891I)

Overview

Course Objectives

This course covers some mathematical topics that will be useful to study modern data science. The course is for engineers and practitioners; (measure-theoretic) rigorous statements and long proofs will be omitted.

Lecture Slides

  • Chapter 1: Basic Linear Algebra [Slides]

  • Chapter 2: Matrix Decompositions [Slides]

  • Chapter 3: Orthogonal Projection [Slides]

  • Chatper 4: Basic Probability and Statistics [Slides]

  • Chatper 5: Convergence of Random Variables and Probability Distributions [Slides]

  • Chatper 6: Basic Concentration Inequalities [Slides]

  • Chapter 7: Convex Analysis and Optimization [Slides]

Lecture Videos