[Ml-stat-talks] ORF 570: Probability in High Dimension (Spring 2014)

Ramon van Handel rvan at Princeton.EDU
Tue Dec 10 21:51:38 EST 2013

Dear all,
I will be teaching a course this spring on Probability in High Dimension 
that could be of interest to graduate students in probability, statistics, 
computer science, or applied math.  The syllabus is included below.  At 
present I am able to teach this on a one-time basis, so anyone who is 
interested is encouraged to enroll this spring!  Best,  -- Ramon


ORF 570: Probability in High Dimension (Spring 2014)

The aim of this course is to provide an introduction to nonasymptotic 
methods for the study of random structures in high dimension that arise in 
probability, statistics, computer science, and mathematics. The emphasis 
is on the development of a common set of tools that has proved to be 
useful in a wide range of applications in different areas. Topics may 
include, depending on time and the interests of the audience: suprema of 
random processes; Gaussian and Rademacher inequalities; chaining and 
generic chaining; entropy and combinatorial dimensions; concentration of 
measure; functional (log-Sobolev, Poincare), transportation cost, and 
martingale inequalities; isoperimetry; Markov semigroups, mixing times, 
and random fields; hypercontractivity; thresholds and influences; Stein's 
method; selected applications.

Prerequisites. Probability at least at the level of ORF 526.

Grading. A homework set will be due every week. In addition, there will be 
a final project (but no midterm or final exam). Breakdown: homework 60%; 
project 40%. Additional points may be available for serving as a scribe 
during lectures.

Professor. Ramon van Handel (Sherrerd Hall 227, x0973, rvan at princeton.edu).

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