Probabiliy Seminar: High Dimensional Probablity

## Admission Requirements

Introduction to Probability, Linear Algebra

## Description

The probability seminar aims at exposing students to advanced probability theory and selected applications. A different topic is selected each year.

The course for the academic year 2021-2022 will be focusing on probabilistic inequalities.

The course material will be mainly based on the recent award winning book by Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science.

The book is available at author's homepage: https://www.math.uci.edu/~rvershyn/

## Course Objectives

basic concepts & results

Get familiar with modern applications

## Mode of Instruction

The introductory lectures and advanced lectures will be given by Hazra & Verbitskiy. All the other lectures will be given by the participants, typically in small groups (2-3 students, depending on the number of participants).

## Assessment method

The grade will be based on the two presentations (+handouts).

Final grade is the weighted average of

40% of the grade 1 (for presentation 1 and handout 1)

60% of the grade 2 (for presentation 2 and handout 2)

## Literature

Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science.

The book is available at author's homepage: https://www.math.uci.edu/~rvershyn/

## Brightspace/website

tbd

## Contact

R. Hazra, r.s.hazra@math.leidenuniv.nl

E. Verbitskiy, evgeny@math.leidenuniv.nl