High-dimensional Probability and Statistics
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Версия от 12:51, 29 января 2024; Fedor.Noskov (обсуждение | вклад)
Содержание
Classes
Wednesdays 16:20–17:40, in room R307.
Teachers: Alexey Naumov, Quentin Paris
Teaching Assistant: Fedor Noskov
Lecture content
- (17.01.24) Chapter 1 from [van Handel]
Seminar content
- (17.01.24) Example 2.4 from [Wainwright], Lemma 2.2 from [BLM]
- (24.04.24) Appendix A and Exercise 2.2 of the second chapter of [Wainwright], Section 2.5.1 from [Vershynin]
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