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: nowakresearchgroup.discovery.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)