Data Assimilation and Reduced Modeling for High Dimensional Problems

CIRM, Luminy, France
July 19-August 27, 2021

Statistical analysis of machine learning methods (Johannes Schmidt-Hieber, University of Twente)

Recently a lot of progress has been made regarding the theoretical understanding of machine learning methods in particular deep learning. One of the very promising directions is the statistical approach, which interprets machine learning as a collection of statistical methods and builds on existing techniques in mathematical statistics to derive theoretical error bounds and to understand phenomena such as overparametrization. The lecture series surveys this field and describes future challenges.