MATH 581: Mathematics of Data Science

Instructor Information

Instructor: Dmitriy Drusvyatskiy
Lecture: MW 1:00-2:20 PM
Office hours: F 12:00-1:00 PM and by appointment
Office: PDL C-434
Email: ddrusv at

Meeting Times and Location

lecture time: Monday and Wednesday 1:00-2:20 PM
lecture location: Mary Gates Hall (MGH) 238

Course Description

Description: This is a three-term sequence covering the fundamentals of mathematics of data science. The basic question we will address is how does one “optimally” extract information from high dimensional data. The course will cover material from a few different fields, most notably high dimensional probability, statistical and machine learning, and optimization.


We will use a number of different texts:

Requirements and Grading


You may work together on problem sets, but you must write up your own solutions. You must also cite any resources which helped you obtain your solutions.

Weakly Schedule

Homework Problems