Math 462: Theoretical Basics of Big Data Analytics and
Real Time Computation Algorithms

Spring 2016

 

Peter Golubtsov
Professor of Mathematics
Lomonosov Moscow State University

Visiting Professor
Department of Mathematical Sciences
The University of Montana

 

Syllabus:  M 462 - Theor BD Syllabus - Spring 2016.pdf

Course Description:  Big Data Analytics

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Date

Lecture

Topic

Lecture Notes

Videos

Jan. 28

1

Introduction. Simple Examples.

L-01

1, 2, 3

Feb. 4

2

Simple Examples. Canonical Information

Homework #1 Due Feb. 18

L-02

4, 5, 6

Feb. 11

3

Simple Linear Regression

L-03

7, 8, 9

Feb. 18

4

Curve Fitting. 

Homework #2 Due Mar. 10

L-04

10, 11, 12

Feb. 25

5

Introduction to Optimal Linear Estimation. HW #2 Comments,

Linear Regression Demo,

Linear Algebra Overview.  

L-05

13, 14, 15

Mar. 3

6

Linear Experiment.

Optimal Estimation.

L-06

16, 17, 18

Mar. 10

7

Optimal Estimation Examples.

Combining Linear Experiments. Canonical Information.

Homework #3 Due Mar. 31

L-07

19, 20, 21

Mar. 17

8

Optimal Estimation with a Priori Information. 

Updating a Priori Information. 

L-08

22, 23, 24

Mar. 24

9

Manipulating Information in Various Forms. Intro to HW#4. Gauss-Markov Theorem.

Signal Measurement Code.

Homework #4 Due Apr. 21

L-09

25, 26, 27

Mar. 31

10

Linear Estimation with Unknown Scale of Noise.

Optimal Estimation with Uncertainty in A.

L-10

28, 29, 30

Apr. 7

 

Spring Break.

Have a good time!

 

 

Apr. 14

11

Calibration Problem.

L-11

31, 32, 33

Apr. 21

12

Canonical Calibration Information.

Real Time Signal Processing Intro.

L-12

34, 35, 36

Apr. 28

13

Real Time Signal and Image Processing.

Topics for Final Projects.

L-13

37, 38, 39

May 5

14

Real Time Signal and Image Processing Summary.

Parallel Computations.

Final Projects Tech Comments.

L-14

40, 41, 42

 

 

 

 

 

Final Project Topics

 

 

May 12 (Th)  1:40-3:40, Math 311

 

1.     Project #1 Calibration
Project #1 Demo Code

2.     Project #2 Signal Processing

3.     Project #3 Time Series Processing

4.     Project #4 Image Processing
Projects #2,3,4 Demo Code

 

 

 


Last modified: May 8, 2016
Mail comments to:  peter.golubtsov@umontana.edu