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] | 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]]] | ||
* (22.01.24) Chapters 3.6-3.7 from [[#blm|[BLM]]] | |||
Версия от 16:52, 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