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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.

Statistics Theory · Mathematics 2023-10-31 Philippe Rigollet , Jan-Christian Hütter

Eugenio Regazzini was born on August 12, 1946 in Cremona (Italy), and took his degree in 1969 at the University "L. Bocconi" of Milano. He has held positions at the universities of Torino, Bologna and Milano, and at the University "L.…

Other Statistics · Statistics 2012-05-23 Antonio Lijoi , Igor Prünster

This material complements David Chandler's Introduction to Modern Statistical Mechanics (Oxford University Press, 1987) in a graduate-level, one-semester course I teach in the Department of Chemistry at Duke University. Students enter this…

Statistical Mechanics · Physics 2017-05-22 Patrick Charbonneau

Donald Bruce Rubin is John L. Loeb Professor of Statistics at Harvard University. He has made fundamental contributions to statistical methods for missing data, causal inference, survey sampling, Bayesian inference, computing and…

Other Statistics · Statistics 2014-10-22 Fan Li , Fabrizia Mealli

These notes were originally written for the Stochastic Analysis Seminar in the Department of Operations Research and Financial Engineering at Princeton University, in February of 2011. The seminar was attended and supported by members of…

Mathematical Finance · Quantitative Finance 2016-10-04 Andrew Papanicolaou

I developed the lecture notes based on my ``Causal Inference'' course at the University of California Berkeley over the past seven years. Since half of the students were undergraduates, my lecture notes only required basic knowledge of…

Methodology · Statistics 2023-10-04 Peng Ding

Harry F. Martz was born June 16, 1942 and grew up in Cumberland, Maryland. He received a Bachelor of Science degree in mathematics (with a minor in physics) from Frostburg State University in 1964, and earned a Ph.D. in statistics at…

Methodology · Statistics 2007-08-03 Paul Kvam

The two of us have shared a fascination with James Victor Uspensky's 1937 textbook $Introduction \, to \, Mathematical \, Probability$ ever since our graduate student days: it contains many interesting results not found in other books on…

History and Overview · Mathematics 2022-02-01 Persi Diaconis , Sandy Zabell

Lecture notes on optimization for machine learning, derived from a course at Princeton University and tutorials given in MLSS, Buenos Aires, as well as Simons Foundation, Berkeley.

Machine Learning · Computer Science 2019-09-10 Elad Hazan

Pranab Kumar Sen was born on November 7, 1937 in Calcutta, India. His father died when Pranab was 10 years old, so his mother raised the family of seven children. Given his superior performance on an exam, Pranab nearly went into medical…

Methodology · Statistics 2009-06-24 Malay Ghosh , Michael J. Schell

We give an algorithm for properly learning Poisson binomial distributions. A Poisson binomial distribution (PBD) of order $n$ is the discrete probability distribution of the sum of $n$ mutually independent Bernoulli random variables. Given…

Data Structures and Algorithms · Computer Science 2015-11-13 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Jim Hannan is a professor who has lived an interesting life and one whose fundamental research in repeated games was not fully appreciated until late in his career. During his service as a meteorologist in the Army in World War II, Jim…

Other Statistics · Statistics 2010-11-05 Dennis Gilliland , R. V. Ramamoorthi

The article is dedicated to recalling the life and mathematics of Louis Nirenberg, a distinguished Canadian mathematician who recently died in New York, where he lived. An emblematic figure of Analysis and Partial Differential Equations in…

History and Overview · Mathematics 2021-05-28 Juan Luis Vázquez

I met Peter J. Bickel for the first time in 1981. He came to Jerusalem for a year; I had just started working on my Ph.D. studies. Yossi Yahav, who was my advisor at this time, busy as the Dean of Social Sciences, brought us together. Peter…

Methodology · Statistics 2011-06-16 Ya'acov Ritov

25th anniversary and new building dedication Centre de Recherches Math\'{e}matiques Montr\'{e}al, Canada, October 1994

High Energy Physics - Theory · Physics 2007-05-23 R. Jackiw

This monograph is derived from a series of six lectures I gave at the Centre de Recherches Mathematiques in Montreal, in March and June 2000, while titulary of the Aisenstadt Chair.

Fluid Dynamics · Physics 2007-05-23 R. Jackiw

Howard Raiffa earned his bachelor's degree in mathematics, his master's degree in statistics and his Ph.D. in mathematics at the University of Michigan. Since 1957, Raiffa has been a member of the faculty at Harvard University, where he is…

Methodology · Statistics 2008-08-07 Stephen E. Fienberg

These are lecture notes that are based on the lectures from a class I taught on the topic of Randomized Linear Algebra (RLA) at UC Berkeley during the Fall 2013 semester.

Data Structures and Algorithms · Computer Science 2016-08-17 Michael W. Mahoney

We have examined the success rates of 19 American, Canadian, Australian, and Dutch graduate programs in producing astronomers. A 20-year baseline was considered (1975-1994), incorporating 897 PhD recipients. The major conclusion from our…

This text, written as dissertation within the M.Sc. course in particle theory at the Centre for Particle Theory, University of Durham, during the academic year 1993/94, reviews two articles by D.Gross and by D.Gross and W.Taylor which…

High Energy Physics - Theory · Physics 2016-08-15 Søren Köster