High-Dimensional Data Analysis by John Wright and Yi Ma

High-Dimensional Data Analysis with Low-Dimensional Models:
Principles, Computation, and Applications

John Wright and Yi Ma, Cambridge University Press

Basic Information

The book covers new mathematical principles (statistics and geometry) for high-dimensional data analysis, scalable (convex and nonconvex) optimization methods, and important applications such as scientific imaging, wideband communications, face recognition, 3D vision, and deep networks. This book is to be used as an introductory graduate textbook for the areas of data science, signal processing, optimization, and machine learning. It has been used for the courses EECS 290 (Berkeley) and ELEN 6886 (Columbia).

Download and Copyright

Download a pre-production copy: Book-Wright-Ma on Github or Book-Wright-Ma on Dropbox (version last updated on 2021-01-28).
Copyright of this book is held by Cambridge University Press, who have kindly allowed us to post a pre-publication version of a whole book at this website.

Copyright statement: This material will be published by Cambridge University Press as "High-Dimensional Data Analysis with Low-Dimensional Models: Principles, Computation, and Applications" by John Wright and Yi Ma. This pre-publication version is free to view and download for personal use only, and is not for redistribution, re-sale or use in derivative works. Copyright © Cambridge University Press 2018.

Citation (bibtex):
@book{Wright-Ma-2021,
author = {John Wright and Yi Ma},
title = {High-Dimensional Data Analysis with Low-Dimensional Models: Principles, Computation, and Applications},
publisher = {Cambridge University Press},
year = {2021}
}

Catalog Links

The book is currently under production. Hardcopy of the book will soon be available at: TBA

Resources and Errata

Related courses:

UC Berkeley ECE 208, Fall 2021.
Columbia University ELEN 6876, Spring 2021.

Some old course websites:

Future instructors: if you plan to use the textbook for your course, please send us your course website to share here.

Reader's feedback: If you have any feedback, suggestions, or errors to report, please send us an email to: book.wright.ma@gmail.com.

Book errata: TBA.