Related papers: High-Dimensional Statistics
These are lecture notes based on the first part of a course on 'Mathematical Data Science', which I taught to final year BSc students in the UK in 2019-2020. Topics include: concentration of measure in high dimensions; Gaussian random…
These lecture notes cover advanced topics in linear regression, with an in-depth exploration of the existence, uniqueness, relations, computation, and non-asymptotic properties of the most prominent estimators in this setting. The covered…
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.
These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…
These lecture notes were prepared for a special topics course in the Department of Statistics at the University of Washington, Seattle. They comprise the first eight chapters of a book currently in progress.
This is a lecture notes for a mini-course in Department of Mathematics, Ghent University, 14 Mar.-25 Mar. 2023.
This document contains the notes of some of the lectures given at the first summer school on Finite Set Statistics held in Edinburgh from July 22, 2013 to July 26, 2013. The notes are mostly self contained and are accessible to everyone.
These are the notes on two-dimensional conformal field theory, based on a lecture course for graduate math students, given by P.M. in fall 2022 at the University of Notre Dame. These notes are intended to be substantially reworked and…
This is an updated version of the lectures notes for a course on condensed mathematics taught in the summer term 2019 at the University of Bonn. The material presented is joint work with Dustin Clausen. This is intended as a stable citable…
These are notes from a lecture course on symmetric spaces by the second author given at the University of Pittsburgh in the fall of 2010.
These notes gather recent results on robust statistical learning theory. The goal is to stress the main principles underlying the construction and theoretical analysis of these estimators rather than provide an exhaustive account on this…
Recently delivered lectures on Self-Referential Mathematics, [2], at the Department of Mathematics and Applied Mathematics, University of Pretoria, are briefly presented. Comments follow on the subject, as well as on Inconsistent…
Here I share a few notes I used in various course lectures, talks, etc. Some may be just calculations that in the textbooks are more complicated, scattered, or less specific; others may be simple observations I found useful or curious.
Over the past two decades, the field of high-dimensional statistics has experienced substantial progress, driven largely by technological advances that have dramatically reduced the cost and effort for data collection and storage across a…
These notes contain part of the lectures of an introductory course on orthogonal polynomials and special functions that I gave in the joint PhD Program in Mathematics UC|UP in the academic years 2015-2016 (at University of Porto) and…
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.
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…
These are extended notes of the course given by the author at RIMS, Kyoto, in October 2016. The aim is to give a self-contained overview on the recently developed approach to differential calculus on metric measure spaces. The effort is…
This text contains lecture notes of the course taught to Ph.D. students of Jagiellonian University in Krakow on 25-28 November, 2013.
These are notes from elementary lectures given in the summer of 2013 at the YMSC center at Tsinghua University in Beijing.