STAT 6341

Numerical Linear Algebra and Statistical Computing

Term: Fall 2024, Fall 2025, Fall 2026
Instructor: Yun Wei

Course description

This graduate course covers numerical linear algebra and statistical computing, including matrix decomposition, optimization, and machine learning.

Schedule (Fall 2026)

Date	Topic
August 24	Multi-Armed Bandit and epsilon greedy algorithm, Foster and Rakhlin Section 2.1-2.2 Scribed lecture notes
August 26	epsilon greedy and UCB algorithms, Foster and Rakhlin Section 2.2-2.3 Scribed lecture notes
August 31	UCB algorithm, Foster and Rakhlin Section 2.2-2.3; Convex functions, Boyd and Vandenberghe Sec 3.1 Scribed lecture notes
September 2	Convex functions, Boyd and Vandenberghe Sec 3.1; Bisection and Newton’s method; strong convexity, Boyd and Vandenberghe Sec 9.1.2
September 9	Strong convexity, Boyd and Vandenberghe Sec 9.1.2