Reading material for the class will be assigned from:

36-710, Fall 2018
Class Schedule
Date Lecture Topic Readings Scribe Notes Notes
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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