Math 462: Mathematical Foundations of Big Data
Spring 2018

Instructor: Todd Kuffner (kuffner  who is  @  wustl  *dot*  edu )

Lecture: 1:00 - 2:30, Tuesday/Thursday, Location: Cupples I, Room 215

Office Hours: Tuesday 11:00 - 12:00 and Thursday 10:00 - 11:00

Final Exam Date: May 8, 2018, 1:00 - 3:00 pm

Course Description: Mathematical foundations of data science. Core topics include: Probability in high dimensions; curses and blessings of dimensionality; concentration of measure; matrix concentration inequalities. Essentials of random matrix theory. Randomized numerical linear algebra. Data clustering. Linear dimension reduction. Other topics will be chosen by the instructor.

Prerequisite: Multivariable calculus (Math 233), linear or matrix algebra (Math 429 or 309), and multivariable-calculus-based probability and mathematical statistics (Math 493-494). Prior familiarity with analysis, topology, and geometry is strongly recommended. A willingness to learn new mathematics as needed is essential.

Textbook: There is no textbook for the course. The lectures are the primary reference for the course, but freely-available references for some topics may also be suggested.

Homework: There will be homework assignments which will consist of mathematical exercises and (mathematical) statistics exercises. You are strongly encouraged to write your solutions in LaTeX. If not, then handwritten submissions must be clear and organized.

Blackboard: During the semester, homework assignments, homework and midterm exam grades and any other course-related announcements will be posted to Blackboard or sent by email using Blackboard.

Attendance: Attendance is required for all lectures. The student who misses a lecture is responsible for any assignments and/or announcements made.

Grades:  The grade for the course will be based on Homework (20%), Exam I (20%), Exam 2 (20%) and the Final Exam (40%).

Final Course Grade: The letter grades for the course will be determined according to the following numerical grades on a 0-100 scale.
impress me
[87, 90)
[77, 80)
[67, 70)
[83, 87)
[73, 77)
[63, 67)

[90, 93)
[80, 83)
[70, 73)
[60, 63)

Other Course Policies: Students are encouraged to look at the Faculty of Arts & Sciences policies.