English

High-Dimensional Statistics

Statistics Theory 2023-10-31 v1 Statistics Theory

Abstract

These lecture notes were written for the course 18.657, High Dimensional Statistics at MIT. They build on a set of notes that was prepared at Princeton University in 2013-14 that was modified (and hopefully improved) over the years.

Keywords

Cite

@article{arxiv.2310.19244,
  title  = {High-Dimensional Statistics},
  author = {Philippe Rigollet and Jan-Christian Hütter},
  journal= {arXiv preprint arXiv:2310.19244},
  year   = {2023}
}

Comments

This is the 2017 version of these notes, uploaded to arXiv without any change

R2 v1 2026-06-28T13:05:26.953Z