Dimensionality Reduction - Spring 2010 - Weekly and Other Readings


There is no required textbook for the class.
Chapter 14 of Hastie, Tibshirani and Friedman's book Elements of Stastisical Learning covers some similar material.
The book is available for download here.

I will be handing out class notes as we go along.

Some classic papers will be assigned as weekly readings.
To indicate you have completed a reading, use the Online Reading Submission

We will also be covering material similar to a variety of chapters from a few other books which I will point out in class.

Weekly Readings

  • January 7
    Karl Pearson On Lines and Planes of Closest Fit to Systems of Points in Space [pdf, 14 pages]

Additional Material

  • Probability and Statistics Review [ps.gz, pdf].
  • Some useful matrix identities and gaussian identities.
  • A short MATLAB tutorial.
  • Numerical Recipes in C has some useful things on optimization and computing with real numbers, although some of their algorithms I wouldn't recommend actually using. It is available in pdf on the web here. Chapters 10 and and 15 might be of interest.

Extra Papers of Interest

  • R.A. Fisher, The Use of Multiple Measurements in Taxonomic Problems [pdf, 10pages]
  • Sam Roweis and Zoubin Ghahramani, A Unifying Review of Linear Gaussian Models, Neural Compuation (1999), [pdf 41pages]
  • A couple of suggestions for how to improve Fisher's discriminant.

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G22-3033 - Dimensionality Reduction || www.cs.nyu.edu/~roweis/dimension_reduction/