High-dimensional Probability and Statistics (2025) — различия между версиями

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Wednesdays 13:00–16:00, in room G110.  
 
Wednesdays 13:00–16:00, in room G110.  
  
Teachers: [https://www.hse.ru/org/persons/510369027 Fedor Noskov], [https://www.hse.ru/en/org/persons/133709471 Quentin Paris]
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Teachers: [https://www.hse.ru/en/org/persons/510369027 Fedor Noskov], [https://www.hse.ru/en/org/persons/133709471 Quentin Paris]
  
 
Teaching Assistant: [https://t.me/teddy_nos Fedor Noskov]
 
Teaching Assistant: [https://t.me/teddy_nos Fedor Noskov]
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* (15.01.24) Chapter 3.1, Examples 3.5 and 3.14 from [[#blm|[BLM]]]
 
* (15.01.24) Chapter 3.1, Examples 3.5 and 3.14 from [[#blm|[BLM]]]
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* (22.01.24) Chapters 3.6-3.7 from [[#blm|[BLM]]]
  
  

Версия 19:52, 22 января 2025

Classes

Wednesdays 13:00–16:00, in room G110.

Teachers: Fedor Noskov, Quentin Paris

Teaching Assistant: Fedor Noskov

Lecture/Seminar content

Probability

  • (15.01.24) Chapter 3.1, Examples 3.5 and 3.14 from [BLM]
  • (22.01.24) Chapters 3.6-3.7 from [BLM]


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

[Rigollet] Philippe Rigollet and Jan-Christian H¨utter. High-Dimensional Statistics. Lecture Notes

[Paris] Quentin Paris. Statistical Learning Theory. Lecture Notes