High Dimensional Statistics (5cu)

Matti Pirinen, University of Helsinki

This page contains the material for the course on High Dimensional Statistics given at UH as part of the Msc programme in Mathematics and Statistics.

The course is lectured every second year. The next course will be given in period II of 2021-2022, that is, in Nov-Dec 2021. Register in Sisu.


Lecture notes and exercises are by Matti Pirinen and distributed under CC-BY-SA license. The slides contain individual figures from literature, as clearly indicated on each slide, and their copyright belongs to the original publisher.

Topic Notes Slides
0. Motivation pdf
0.1. Linear model html pdf Rmd
0.2. Linear model in practice html pdf Rmd
Large scale inference
1. Multiple testing problem html pdf Rmd pdf
2. False discovery rate html pdf Rmd pdf
3. Q-value html pdf Rmd
4. Bayesian inference html pdf Rmd
5. Multiple regression html pdf Rmd pdf
6. Penalized regression html pdf Rmd pdf
6.1. Breast cancer example html pdf Rmd
7. Bootstrap & Inference html pdf Rmd pdf
8. Bayesian variable selection html pdf Rmd pdf
Dimension reduction
9. PCA & SVD html pdf Rmd pdf
10. t-SNE & UMAP html pdf Rmd pdf
Summary & Exam pdf

Further Reading

Excellent and freely available books covering these topics, and many others, include

Contact: matti.pirinen'at'helsinki.fi

Updated: 2-Nov-2021