High-dimensional Probability and Statistics

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

[BLM] Boucheron et al. Concentration inequalities