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Mathematical Foundations of Data Sciences

CNRS & DMA, École Normale Supérieure

Sampling, representation, information, and learning: read the mathematics, then explore how its conclusions change as you vary the parameters. Each experiment sits beside its corresponding book figure and retains the publication’s numbering.

Download the complete book

Paris rooftops, detail of a painting by Louis Peyré (1923–2012)

Painting detail by Louis Peyré (1923–2012). About the paintings.

Preface

This book presents the mathematical and numerical foundations of modern data science.

It covers signal and image processing (Fourier analysis, wavelets, denoising, and compression), imaging science (inverse problems, sparsity, and compressed sensing), and machine learning (regression, classification, and deep learning).

The chapters develop the underlying tools—linear operators, nonlinear approximation, probability, and convex optimization—and show how these tools lead to efficient algorithms.

The book also serves as a theoretical companion to the Numerical Tours (https://www.numerical-tours.com), which provide practical implementations in MATLAB, Python, Julia, and R.

Chapters

  1. Shannon Sampling Theory

  2. Fourier and Convolution

  3. Shannon Coding Theory

  4. Wavelets

  5. Linear and Nonlinear Approximation

  6. Compression

  7. Denoising

  8. Variational Priors and Regularization

  9. Inverse Problems

  10. Sparse Regularization

  11. Theory of Sparse Regularization

  12. Compressed Sensing

  13. Basics of Machine Learning

  14. Optimization & Machine Learning: Smooth Optimization

  15. Optimization & Machine Learning: Advanced Topics

  16. Shallow Learning

  17. Deep Learning

  18. Convex Analysis

  19. Nonsmooth Convex Optimization