Prospectus

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Probability Seminar 2022 (BM)

Course
2022-2023

Admission Requirements

Introduction to Probability, Linear Algebra

Description

The probability seminar aims at exposing students to advanced probability theory and selected applications. The course for the academic year 2022-2023 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. In the first part of the course, the focuse will be on basic probabilistic methods. In the second part of the course, we will discuss various applications of these techniques in Machine Learning, Statistics, and Geometry.

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

Course Objectives

  • learn basic concepts & results

  • Get familiar with modern applications

Timetable

The schedule of the course can be found on MyTimeTable.

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).

Reading list

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/

Registration

From the academic year 2022-2023 on every student has to register for courses with the new enrollment tool MyStudyMap. There are two registration periods per year: registration for the fall semester opens in July and registration for the spring semester opens in December. Please see this page for more information.

Please note that it is compulsory to both preregister and confirm your participation for every exam and retake. Not being registered for a course means that you are not allowed to participate in the final exam of the course. Confirming your exam participation is possible until ten days before the exam.
Extensive FAQ's on MyStudymap can be found here.

Contact

R. Hazra, r.s.hazra[at]math.leidenuniv.nl
E. Verbitskiy, evgeny[at]math.leidenuniv.nl