Reading material for the class will be assigned from:

[W] High-dimensional statistics: A non-asymptotic viewpoint, by M. Wainwright. This is a book draft and the material given out in class is not to be disseminated.

Date	Lecture Topic	Readings	Scribe Notes	Notes
36-710, Fall 2018 Class Schedule
Aug 27, M	Introduction: high-dimensional statistical models	[W] Chapter 1	pdf
Aug 29, W	Sub-Gaussian variables	[W] 2.1.1, 2.1.2.	pdf	HW1 is out.
Sep 3, M	Labor day (no class)
Sep 5, W	Sub-Gaussian variables. Properties and Hoeffding Inequality.	[W] 2.1.1, 2.1.2.	pdf
Sep 10, M	No Class.	[W] 2.1.1, 2.1.2.
Sep 12, W	Sub-Exponential variables. Properties and Bernstein Inequality.	[W] 2.1.3.	pdf
Sep 17, M	Sub-Exponential variables. Properties and Bernstein Inequality	[W] 2.1.3.	pdf
Sep 19, W	Maximal inequalities. The bounded difference inequality.	[W] 2.2.	pdf	HW2 is out.
Sep 24, M	The bounded difference inequality: examples.	[W] 2.2.	pdf
Sep 26, W	Covering and packing numbers. Concentration of the norm of a random vector.	[W] 5.1.	pdf
Oct 1, M	Covariance matrix estimation in the operator norm.	[W] 6.3.
Oct 3, W	Matrix Bernstein Inequality.	[W] 6.4.	pdf
Oct 8, M	The Linear Regression Model.		pdf	HW3 is out.
Oct 10, W	Risk Bound for Least Squares.		pdf
Oct 15, M	Penalized Least Squares. Ridge Regression. Thresholding.	[W] 7.1.	pdf
Oct 17, W	Slow rates for the Lasso. The RE condition.	[W] 6.4.	pdf
Oct 22, M	Fast rates for the Lasso. Sparsistency.	[W] 7.3.	pdf	HW4 is out.
Oct 24, W	An Oracle Inequality for Least Squares.		pdf
Oct 29, M	A sparse oracle inequality for the Lasso. PCA.	[W] 8.1.	pdf
Oct 31, W	PCA.	[W] 8.1.
Nov 5, M	Davis Kahan.	[W] 8.2.		HW5 is out.
Nov 7, W	PCA in high-dimensions. Sparse PCA.	[W] 8.2.	pdf
Nov 12, M	Spectral Clustering for SBM.		pdf
Nov 14, W	ULLNs vias Rademacher complexities: introduction.	[W] 4.1, 4.2.	pdf
Nov 19, M	ULLNs vias Rademacher complexities: symmetrization inequalities.	[W] 4.2.	pdf
Nov 21, W	Thanksgiving Break. No class.			HW6 is out.
Nov 26, M	VC Theory.	[W] 4.3.	pdf
Nov 28, W	VC Theory: refinements and covering numbers. Suprema of empoirical processes.	See references. [W] 5.2.	pdf
Dec 3, M	One Step Discretization and Chaining.	[W] 5.3.
Dec 5, W	Chaining.	[W] 5.4.

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