High-dimensional Probability and Statistics (2025) — различия между версиями
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* (05.02.24) Chapter 2.2 from [[#wainwright|[Wainwright]]]. | * (05.02.24) Chapter 2.2 from [[#wainwright|[Wainwright]]]. | ||
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| + | * (12.02.24) Chapter 2.1.3 from [[#wainwright|[Wainwright]]]. Orlicz norms, see Chapter 2.5 from [[#vershynin|[Vershynin]]]. | ||
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| + | * (19.02.24) Orlicz norms, see Chapter 2.5 from [[#vershynin|[Vershynin]]]. Sanov's theorem and KL-divergence, [[#Weissman]|[Weissman]]] | ||
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| + | * (26.02.24) | ||
== Grading == | == Grading == | ||
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Please, send your solutions to [https://classroom.google.com/c/NzQ3Njg2NjQ0NTc2?cjc=h6qefgx Google classroom]. | Please, send your solutions to [https://classroom.google.com/c/NzQ3Njg2NjQ0NTc2?cjc=h6qefgx Google classroom]. | ||
| − | * [https://classroom.google.com/c/NzQ3Njg2NjQ0NTc2/a/NzQ5NjY1OTM0Nzg0/details Optional home assignment I]. The deadline | + | * [https://classroom.google.com/c/NzQ3Njg2NjQ0NTc2/a/NzQ5NjY1OTM0Nzg0/details Optional home assignment I]. The deadline is April, 6, 23:59. |
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| + | * [https://classroom.google.com/c/NzQ3Njg2NjQ0NTc2/a/NzYyNTY4MzE1OTU3/details Obligatory home assignment I]. The deadline is March 30, 23:59. | ||
= References = | = References = | ||
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<span id="Ziemer">[Ziemer]</span> [https://disk.yandex.ru/i/1aMzdRyaMZixCQ William Ziemer. Weakly Differentiable Equations] | <span id="Ziemer">[Ziemer]</span> [https://disk.yandex.ru/i/1aMzdRyaMZixCQ William Ziemer. Weakly Differentiable Equations] | ||
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| + | <span id="Weissman">[Weissman]</span> [https://disk.yandex.ru/i/OPDZenkw-OPSAA Tsachy Weissman. Information theory, Lecture notes] | ||
Версия 18:00, 27 марта 2025
Содержание
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]. For the Sobolev spaces, weak derivatives and the approximation argument, see Chapters 5.2-5.3 [EvansPDE]. See also Chapters 2.1-2.3 of [Ziemer].
- (29.01.24) Chapter 2.1.2, Proposition 2.14 from [Wainwright]. Concentration of order statistics (folklore).
- (05.02.24) Chapter 2.2 from [Wainwright].
- (12.02.24) Chapter 2.1.3 from [Wainwright]. Orlicz norms, see Chapter 2.5 from [Vershynin].
- (19.02.24) Orlicz norms, see Chapter 2.5 from [Vershynin]. Sanov's theorem and KL-divergence, [[#Weissman]|[Weissman]]]
- (26.02.24)
Grading
The final grade is obtained as follows:
0.2 HW HDP + 0.3 Midterm HDP + 0.2 HW HDS + 0.3 Exam HDS,
where HW stands for home assignment, HDP stands for High-Dimensional Probability, HDS stands for High-Dimensional Statistics.
Home assignments
Please, send your solutions to Google classroom.
- Optional home assignment I. The deadline is April, 6, 23:59.
- Obligatory home assignment I. The deadline is March 30, 23:59.
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
[EvansPDE] Lawrence Evans. Partial Differential Equations
[Ziemer] William Ziemer. Weakly Differentiable Equations
[Weissman] Tsachy Weissman. Information theory, Lecture notes
