High-Dimensional Data Analysis
High-dimensional statistics focuses on problem settings in which the number of features is of comparable size, or larger than the number of observations. Problems of this type present a variety of new challenges, since classical theory and methodology can break down in surprising and unexpected ways.
Berkeley researchers study both the statistical and computational challenges that arise in the high-dimensional setting. On the theoretical side, they bring to bear a range of techniques from statistics, probability, and information theory, including empirical process theory, concentration inequalities, as well as random matrix theory and free probability. Methodological innovations include new estimators in high-dimensional regression, classification, and multivariate analysis, as well as randomized algorithms for optimization, and techniques for prediction, inference, and decision-making in sequential settings. The work is motivated and applied to various scientific and engineering disciplines, including computational biology, astronomy, financial time series, epidemic forecasting, and climate forecasting.