Reading material for the class will be assigned from:

[W] High-dimensional statistics: A non-asymptotic viewpoint (2019), by M. Wainwright.
[V] High-Dimensional Probability, An Introduction with Applications in Data Science, by R. Vershynin, 2019.

Date	Lecture Topic	Readings	Scribe Notes	Notes
36-710, Fall 2019 Class Schedule
Aug 26, M	Recap of VC theory	[W]: 4.1	David
Aug 28, W	Recap of VC theory	[W]: 4.2 and 4.3.	Mikaela	HW1 is out.
Sep 2, M	No Class (Labor Day)
Sep 4, W	VC Theory Recap	[W]: 4.3. See also References page.
Sep 9, M	Covering and packing numbers. Rademacher and Gaussian complexities.	[W]: 5.1 and 5.2.	Nil-Jana
Sep 11, W	Gaussian complexities. One step discretization bound and Dudley's chaining bound.	[W]: 5.2, 5.3.1 and 5.3.3.		HW2 is out.
Sep 16, M	Dudley's entropy integral theorem and examples.	[W]: 5.3. [V] 8.2.
Sep 18, W	Gaussian comparison inequalities.	[W]: 5.4.
Sep 23, M	Sudakov minoration and applications. Maximum singular values of Gaussian matrices.	[W]: 5.5. [V] 7.3.
Sep 25, W	Chaining and Orlicz processes. Nonparametric least squares.	[W]: 5.6. [V] 13.1.		HW3 is out.
Sep 30, M	Nonparametric least squares.	[V] 13.2.
Oct 2, W	Nonparametric least squares.	[V] 13.2.
Oct 7, W	Nonparametric least squares.	[V] 13.3.
Oct 9, W	Nonparametric least squares.	[V] 13.4.
Oct 14, W	Localization and uniform laws.	[V] 14.1.		HW4 is out.
Oct 16, W	Localization and uniform laws.	[V] 14.2.
Oct 21, M	Minimax lower bounds.	[W] 15.1.
Oct 23, W	Minimax lower bounds: General reduction scheme.	[W] 15.1.

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.