X5I13719 - Statistical learning - Cours magistral

This series of lectures aims at describing the main notions involved in the mathematical analysis of Statistical Learning problems.

Here is the outline of the topics we plan to cover:

  1. Introduction: What is Statistical learning about?
  2. Concentration of Sub-Gaussian Random variables
  3. Concentration of Sub-Exponential RVs and Bernstein's inequality
  4. The Empirical Risk Minimization principle
  5. Complexity measures
  6. Davis-Kahan theorem: PCA and Spiked covariance model

Informations sur l'espace de cours

Nom Choix 20 ECTS > Choix 2X5 + 4X2.5 ECTS > Choix 4x2.5 ECTS > Statistical learning">Statistical learning - MMMEF
Nom abrégé UP1-C-ELP-X5I13719-05 - MMMEF
EnseignantsCelisse Alain
Groupes utilisateurs inscrits Consultation des ressources, participation aux activités :
  • [2025] UFR 27 - Matière (S1) : Master 2 MMMEF (groups-mati27EM0315-2025)
Consultation des ressources uniquement : aucune cohorte inscrite.

Rattachements à l'offre de formation

Élément pédagogique UP1-C-ELP-X5I13719 - Statistical learning
Chemin complet > Année 2025-2026 > Paris 1 > Mathématiques et informatique > M2 Ind Modélisation et Méthodes Math. en Economie et Finance > Semestre 3 > UE 1 "Cours fondamentaux" > Choix 20 ECTS > Choix 2X5 + 4X2.5 ECTS > Choix 4x2.5 ECTS > Statistical learning
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