High-dimensional Statistics and ML

Topological entropy

• [] Metric entropy

Linear models in high dimensions

• Ridge regression
• [] Lasso regression
• [] Group Lasso
• [] Fused lasso
• [] Elastic net

Variable selection

• [] High-dimensional variable selection

Covariance matrix estimation

• High-dimensional covariance matrix estimation

Principal component analysis

• [] PCA regression
• [] Sparse PCA

Matrix completion

• [] Matrix completion methods

High-dimensional classification

• [] Linear discriminant analysis
• [] Naive bayes
• [] Feature selection
• [] Random projections

Graphical models for high-dimensional data

• [] Undirected graphical models
• [] Bayesian networks