High-dimensional Probability and Statistics (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