[Ml-stat-talks] APC 550: Probability in High Dimension (Fall 2018)

[Ramon van Handel]

Dear all,

I just wanted to advertise that the course Probability in High Dimension 
will be offered again this semester. The course is intended to be useful 
for graduate students in probability, statistics, computer science, and 
pure and applied math. The syllabus is included at the end of this email.

The course was previously offered in Fall 2014 and 2016. Lecture notes 
from the previous incarnation can be downloaded here:

http://www.princeton.edu/~rvan/APC550.pdf

The aim this year is to cover a significant subset of this material 
(possibly based on interests of audience); however, I will take the 
opportunity to significantly update the content of some chapters and to 
add some new material. The first lecture is next Wednesday.

All the best, -- Ramon

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APC/ORF 550: Probability in High Dimension (Fall 2018)

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: 
concentration of measure; functional, transportation cost, martingale 
inequalities; isoperimetry; Markov semigroups, mixing times, random 
fields; hypercontractivity; thresholds and influences; Stein's method; 
suprema of random processes; Gaussian and Rademacher inequalities; generic 
chaining; entropy and combinatorial dimensions; selected applications.

Prerequisites. A working knowledge of probability theory (e.g., ORF 526).

Course time: Mondays and Wednesdays, 9:30-10:50 AM, Jadwin Hall A07.

Course materials: Lecture notes.

Grading. Number of homework assignments to be determined based on enrollment 
and teaching staff. A final project will due at the end of the semester; the 
aim is to give each student the opportunity to apply the material to her/his 
own area of interest. There are no exams. Additional points may be available 
for serving as a scribe during some lectures.