Reading material for the class will be assigned from:

[W] High-dimensional statistics: A non-asymptotic viewpoint (2019), by M. Wainwright. This is a book draft and the material given out in class is not to be disseminated.
[V] High-Dimensional Probability, An Introduction with Applications in Data Science, by R. Vershynin, 2018.

Date	Lecture Topic	Readings	Scribe Notes	Notes
36-709, Spring 2019 Class Schedule
Jan 15, T	Introduction: high-dimensional statistical models	Jon Wellner's lecture notes on the ``master theorem of parametric statistics"	Elan
Jan 17, R	Examples of high-dimensiomnal phenimena and sub-Gaussian random variables	[W], chapter 1 [W], 2.1.1 and 2.1.2	Charvi	HW1 is out.
Jan 22, T	No class
Jan 24, R	Sub-Gaussian random variables.	[W], chapter 1 [W], 2.1.1 and 2.1.2	Nil-Jana
Jan 29, T	Sub-Gaussian random variables (cont;d) Sub-Exponential random variables.	[W], 2.1.2 and 2.1.3	Tudor
Jan 31, R	Classes canceled due to weather.
Feb 5, T	Sub-Exponential random variables (cont'd).	[W], 2.1.3	Aleksandr	HW2 is out.
Feb 7, R	Concentration of the norm of a sub-gaussian vector. Maxima of sub-gaussiand and sub-exponentials. Hoeffding vs Bernstein.	[W], 2.1.3	Mikaela
Feb 12, T	The bounded differences inequality.	[W], 2.2	David
Feb 14, R	Applicaitons of the bounded differences inequality.	[W], 2.2	Beomjo
Feb 19, T	Covering and packing numbers. Volumetric bounds.	[W], 5.1
Feb 21, R	Sub-Gaussian vectors and bound for the their norm.		Shenghao
Feb 26, T	Estimation of the covariance matrix in the operator norm.	[W], 6.1	Ojash	HW3 is out.
Feb 28, R	Matrix Bernstein Inequality.	[W], 6.3	Kartik
Mar 5, T	Applicatiopns of Matrix Bernstein Inequality.	[W], 6.3	Tim
Mar 7, R	Introduction to community recovery in networks. Linear regression.
Mar 12, T	Spring Break.
Mar 14, R	Spring Break.
Mar 19, T	Prediction bound for OLS. Ridge regression		Tom	HW4 is out.
Mar 21, R	The nomral means problem. The lasso.		Jinjin
Mar 26, T	Slow rates for the Lasso.	[W], 7.4.	Feyza
Mar 26, T	Fast rates for the Lasso.	[W], 7.4.
Mar 28, R	Sparsistency and oreacle inequalities for OLS.	[W], 7.5	Chirag
Apr, 2 T	Sparse oracle inequality for the lasso.		Laixi
Apr, 4 R	PCA.	[W], 8.1	Max
Apr, 9 T	The Davis-Kahan theorem.		Yihang
Apr, 11 R	No class (Carnival).
Apr, 16 T	Spectral clustering for community detection. Sparse PCA.	[W], 8.1	Lorenzo	HW5 is out.
Apr, 18 R	Uniform Law of Large Numbers.	[W], 4.1	Arnav
Apr, 23 T	ULLN via Rademchaer Complexities.	[W], 4.2	Addison
Apr, 25 R	VC Theory.	[W], 4.3

The scribe latex template is available here.

To sign up as a scribe please email me and I will give you access to the online sign-up google sheet.