ST790-003 tentative schedule and handouts (expect frequent updates)
Cumulative lecture notes (last updated Apr 22, 2015, 33.6MB)
Pre-lecture notes (last updated Apr 21, 2015)
Readings:
| Monday | Wednesday |
|---|---|
| 01/07 introduction, Linux | |
| 01/12 collaborative research (git, github) [Cai Li’s slides] [HW1] | 01/14 class cancelled, inclement weather |
| 01/19 MLK Day, no class | 01/21 reproducible research |
| 01/26 R (Josh Day [slides, Rmd]) | 01/28 Julia [Gibbs sampler: R, Julia][HW2, nnmf-2429-by-361-face.txt, V0, W0] |
| 02/02 Matlab, parallel computing [HW3] | 02/04 parallel computing (multi-core) [R Demo] |
| 02/09 parallel computing (cluster) | 02/11 no class, instructor out of town |
| 02/16 parallel computing (GPU) [PET example, MDS example] | 02/18 convex optimization [HW4, prostate.txt, prostate.info, saheart.txt] |
| 02/23 convex set, convex function | 02/25 convex and log-convex functions, optimization softwares |
| 03/02 LP [Compressed Sensing] [HW5, lena256noisy.png] | 03/04 QP [Lasso and square-root lasso] |
| 03/09 Spring Break, no class | 03/11 Spring Break, no class |
| 03/16 SOCP | 03/18 SDP [HW6, lena128missing.png] |
| 03/23 SDP | 03/25 GP |
| 03/30 Cone problems, MIP, NLP | 04/01 sparse regression: introduction |
| 04/06 sparse regression: coordinate descent | 04/08 (accelerated) proximal gradient [HW7] |
| 04/13 online estimation (Josh) | 04/15 path algorithm |
| 04/20 ALM, ADMM | 04/22 dynamic programming, EM/MM and acceleration |
