High-dimensional Probability and Statistics — различия между версиями

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* (17.01.24) Example 2.4 from [[#wainwright|[Wainwright]]], Lemma 2.2 from [[#blm|[BLM]]]
 
* (17.01.24) Example 2.4 from [[#wainwright|[Wainwright]]], Lemma 2.2 from [[#blm|[BLM]]]
  
* (24.04.24) Appendix A and Exercise 2.2 of the second chapter from [[#wainwright|[Wainwright]]], Section 2.5.1 from [[#vershynin|[Vershynin]]]
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* (24.04.24) Appendix A and Exercise 2.2 of the second chapter of [[#wainwright|[Wainwright]]], Section 2.5.1 from [[#vershynin|[Vershynin]]]
  
 
= References =
 
= References =

Версия 12:51, 29 января 2024

Classes

Wednesdays 16:20–17:40, in room R307.

Teachers: Alexey Naumov, Quentin Paris

Teaching Assistant: Fedor Noskov

Lecture content

Seminar content

References

links are available via hse accounts

[van Handel] Ramon van Handel. Probability in High Dimensions, Lecture Notes

[Vershynin] R. Vershynin. High-Dimensional Probability

[Wainwright] M.J. Wainwright. High-Dimensional Statistics

[BLM] Boucheron et al. Concentration inequalities