Notes

Please use Overleaf to type scribe notes in LatexYou can take a look at the first lecture notes as a model.
The notes should be scribed before midnight on the day following the lecture.
Please name your file Lx.tex where x is the lecture number.
The use of figures if necessary is encouraged but not necessary (you can use any drawing tool: xfig, tikz, omnigraffle, adobe suite, ...)

Relvant reading material, if available, is indicated ahead of time but is not mandatory. We use the following nomenclature:

W: Martin Wainwright, High-Dimensional Statistics: A Non-Asymptotic Viewpoint.
RH: Philippe Rigollet and Jan-Christian Huetter, High Dimensional Statistics. Lecture Notes.
V: Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science.
vH: Ramon van Handel, Probability in High Dimension.

Lecture	Topic(s)	Reading	Date
1	Introduction	W (Ch. 1), RH (intro)	Feb. 4
2	Sub-Gaussian random variables. Chernoff bounds. Hoeffding’s inequality.	RH (1.1, 1.2), V (2.1-2.5), W (2.1.1, 2.1.2)	Feb. 6
3	Sub-Exponential random variables. Bernstein’s inequality.	RH (1.3), V (2.7-2.8), W (2.1.3)	Feb. 11
4	Bernstein’s inequality and applications.	RH (1.3), V (2.7-2.8), W (2.1.3)	Feb. 13
5	Maximal inequalities.	RH (1.4)	Feb. 20
6	Linear regression. Least squares	RH (2.1-2.2)	Feb. 25
7	Sparsity. Thresholing.	RH (2.2-2.3)	Feb. 27
8	Misspecified linear models. Matrix estimation.	RH (3.1, 5.1)	Mar. 3
9	Singular value thresholding. Perturbation analysis	RH (5.2, 5.4), V (4.4, 4.5.3)	Mar. 5
10	Community detection.	RH (5.3), V (4.5, 4.7), W (6.3, 6.4.5, 8.1, 8.2)	Mar. 10
11	Covariance matrix estimation. PCA	RH (5.3, 5.4), V (4.7), W (8.1, 8.2)	Mar. 12
12	CANCELLED		Mar. 17
13	CANCELLED		Mar. 19
14-15	Uniform Laws of Large Numbers	W (4.1-4.2)	Mar. 31- Apr. 2
16-17	Suprema of subGaussian Processes. Chaining.	W (5.1-5.3), V (7.1, 8.1-8.2)	Apr. 7-9
18-19	Covering, packing. Combinatorial dimensions.	V (8.3), vH (7.1-7.3)	Apr. 14-16
20-21	Nonparametric Least Squares.	W (13.1-13.2)	Apr. 21-23
22-23	Oracle Inequalities. Regularization.	RH (Ch. 3), W (13.3-13.4)	Apr. 28-30
24-25	Random design regression.	W (14.2)	May 5-7
26	Sequential complexities and online learning.		May 12