High dimensional algorithms and regularization

Slides for all the lectures are here. Python notebook for the autoencoder (SVD using neural networks) is here

1. Mar 4 Introduction to Gaussians (not recorded)
2. Mar 6 High dimensional Gaussians, concentration of measure, Gaussian mixtures, JL Lemma <div class="video-container">

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1. Mar 11 More on clustering, Compressed sensing <div class="video-container">

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1. Mar 13 Compressed sensing, low rank matrix completion and the Singular Value Decomposition (not recorded)