Lecture |
Topic(s) |
Reading |
Date |
Link |

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 | |