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