课程介绍：Data science is a "concept to unify statistics, data analysis, machine learning and their related methods" in order to "understand and analyze actual phenomena" with data1. With the development of the technologies of data collection and storage, big data emerges from various fields. It brings great opportunities for researchers. Many algorithms have been proposed , and most of them involve intensive matrix optimization techniques. This course covers ten important topics of “Data Science” (one topic per week). It is intended to teach mathematical models, matrix optimization models, algorithms and applications related to ten basic problems from practical problems and real-world data. This course is designed for doctoral, postgraduate and upper-level undergraduate students in all majors.

The ten topics and the corresponding material are as follows:

Robust PCA

Non-negative Matrix Factorization

Matrix Completion

Sparse Coding

Sparse Sensing

Subspace Clustering

Precision Matrix Estimation

Nonlinear Manifold Learning

Manifold Alignment

Tensor Factorization

课程地址：Data Science and Matrix Optimization

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