ECE 830 Statistical Signal Processing and Learning Theory 2015 Spring Semester
Open
to all students with a basic
background in signal processing, probability,
statistics, and linear algebra.
Instructor:
Robert Nowak
Professor
University of Wisconsin-Madison
Email: nowak@ece.wisc.edu
Office: 3539 Engineering Hall
Web: nowak.ece.wisc.edu
Lectures:
Monday and Wednesday, 11am-12:15pm, 3534 Engineering Hall
Office Hours:
Monday, 12:15-1:15pm (3534 EH)
Wednesday, 1:30-2:30pm (Wisconsin Institute for Discovery, 3rd floor teaching lab)
Grading and Exams:
20% HW and participation
20% Midterm Exam 1, TBA
20% Midterm Exam 2, TBA
40% Final Exam, TBA
Lectures:
Lecture 1
Lecture 2 (notes on concentration inequalities)
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Lecture 7
Lecture 8
Lecture 9
Lecture 10
Lecture 11
Lecture 12
Lecture 13
Lecture 14 (notes on generalized linear models)
Lecture 15
Lecture 16
Lecture 17
Lecture 18
Lecture 19
Lecture 20
Lecture 21 (additional notes on lasso)
Lecture 22
Lecture 23
Lecture 24
Lecture 25
Lecture 26
Lecture 27
notes on graphical models
Software:
Matlab, Matlab Tutorial
Additional Resources: Statistical Signal Processing (Scharf), Fundamentals of Statistical Signal Processing (Kay),
A Wavelet Tour of Signal Processing (Mallat), Pattern Recognition and Machine Learning (Bishop),
A Probabilistic Theory of Pattern Recognition (Devroye, Gyorfi, and Lugosi), Elements of Statistical Learning (Hastie, Tibshirani, and Friedman)