Mathematics for Data Science (IMEN 891I)


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