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Prospectus

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Probability Seminar 2021 (BM)

Course
2021-2022

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