Paris rooftops in warm evening light, painted by Louis Peyré
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Signal processing · Optimization · Learning

Mathematical Foundations of Data Sciences

A mathematical route from signals and images to inverse problems, optimization, and machine learning. Read the theory, explore the figures, and connect the ideas to computational methods.

Free to read · Full PDF: 17.2 MB

Cover of Mathematical Foundations of Data Sciences by Gabriel Peyré, with a landscape painting by Louis Peyré
The complete bookPDF edition · 277 pages
19chapters, from foundations to applications
145interactive figures to explore
277pages in the complete PDF

Contents

Read chapter by chapter

Follow the book in order or go straight to a topic. Each preview opens a visual example in the online chapter. Separate PDFs are available alongside.

Signal and image processing

Chapters 01–07
  1. Two sine waves passing through the same sampled pointsSampling and aliasing

    Shannon Sampling Theory

    Sampling, aliasing, and the reconstruction of continuous signals.

  2. Images and their two-dimensional Fourier spectraImage spectra

    Fourier and Convolution

    Fourier representations, convolution, filtering, and the discrete transform.

  3. Binary trees illustrating the structure of a prefix codePrefix codes

    Shannon Coding Theory

    Entropy, prefix codes, Huffman coding, and block coding.

  4. Image wavelet coefficients arranged by scale and orientationWavelet coefficients

    Wavelets

    Multiresolution analysis, filter banks, and wavelet representations.

  5. A piecewise-smooth image approximated on triangles aligned with its boundaryAdaptive approximation

    Linear and Nonlinear Approximation

    Coefficient selection, approximation rates, and geometric image models.

  6. JPEG and JPEG-2000 reconstructions of flower and mandrill imagesImage compression

    Compression

    Quantization, source models, and image compression.

  7. A clean flower image, its noisy observation, and a denoised reconstructionRemoving noise

    Denoising

    Noise models, filtering, and wavelet thresholding.

Inverse problems and sparsity

Chapters 08–12
  1. Horizontal and vertical image derivatives encoded in red and blueImage gradients

    Variational Priors and Regularization

    Image gradients, diffusion, and total-variation regularization.

  2. A Shepp-Logan phantom and one of its one-dimensional Radon projectionsTomographic projections

    Inverse Problems

    Observation operators, reconstruction, and ill-posed problems.

  3. Norm balls illustrating the geometry of sparse regularizationThe geometry of sparsity

    Sparse Regularization

    Sparse models, regularization paths, and iterative reconstruction.

  4. Dual certificate curves for recovering spikes from convolution measurementsRecovery certificates

    Theory of Sparse Regularization

    Dual certificates, recovery conditions, and stability.

  5. Compressed sensing reconstructions with increasing numbers of measurementsFewer measurements

    Compressed Sensing

    Random measurements and reconstruction from incomplete data.

Learning and optimization

Chapters 13–19
  1. A point cloud, its principal directions, and a lower-dimensional representationPrincipal components

    Basics of Machine Learning

    Principal components, clustering, regression, and classification.

  2. Gradient descent trajectories with different step sizesGradient descent

    Optimization & Machine Learning: Smooth Optimization

    Gradient descent, smoothness, convexity, and convergence.

  3. Convergence curves for stochastic and variance-reduced gradient methodsStochastic optimization

    Optimization & Machine Learning: Advanced Topics

    Stochastic, accelerated, and second-order optimization methods.

  4. A shallow network with two inputs, four nonlinear hidden neurons, and a linear outputOne hidden layer

    Shallow Learning

    Perceptrons, shallow neural networks, and approximation.

  5. Local connections between successive layers of a convolutional neural networkConvolutional networks

    Deep Learning

    Deep networks, backpropagation, and learned representations.

  6. Subgradients and supporting lines to a convex functionSupporting hyperplanes

    Convex Analysis

    Convex sets and functions, subgradients, and duality.

  7. The geometry of a proximal map and projection onto a convex setProximity and projection

    Nonsmooth Convex Optimization

    Proximity operators, splitting methods, and nonsmooth objectives.

From mathematical ideas
to numerical methods

This book develops the mathematical foundations behind signal and image processing, inverse problems, and machine learning. Linear operators, nonlinear approximation, and convex optimization provide a common language for understanding the methods and turning them into algorithms.

It is written as a companion to the Numerical Tours of Data Sciences. The interactive edition follows the same chapters and lets you change parameters, compare methods, and inspect the figures alongside the mathematics.

Companion material

Continue exploring

Implementations

Numerical Tours

Computational tours that put the book’s mathematical ideas into practice through detailed implementations.

Explore the Numerical Tours
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