| 8/28 |
Chernoff bound, subgaussian variables, martingale method |
Ver 2.1-2.6, vH 3.1-3.2 |
| 9/4 |
Heavier-tailed variables, random vectors in high dimensions |
Ver 2.7-2.8, 3.1-3.2, Wainwright 2.1-2.2 |
| 9/11 |
Hanson-Wright inequality, decoupling and symmetrization, U-statistics |
Ver 6.1-6.4, de la Pena ‘92 |
| 9/18 (Zoom) |
Efron-Stein inequality, Poincare inequalities, tensorization of entropy |
BLM 3.1-3.5, 3.7, 4.8-4.9, 4.13 |
| 9/25 |
Entropy method, log-Sobolev inequalities, concentration of Gaussian measure |
BLM 5.1-5.5, 6.3-6.7 |
| 10/2 |
Transportation method, transport inequalities, convex Lipschitz concentration |
BLM 4.10-4.11, 8.1-8.6 |
| 10/9 |
Maximal inequalities, covering nets, norms of random matrices |
vH 5.1-5.2, Ver 4.1-4.4, 4.6 |
| 10/16 |
No class – October recess |
|
| 10/23 |
Dudley’s inequality, chaining and slicing |
vH 5.3-5.4, Ver 8.1-8.2 |
| 10/30 |
Empirical processes, VC dimension |
vH 7.1-7.2, Ver 8.3-8.4 |
| 11/6 |
Gaussian processes, Gaussian comparison inequalities |
vH 6.1-6.2, Ver 7.1-7.4 |
| 11/13 |
Generic chaining, majorizing measures theorem |
vH 6.3-6.4 |
| 11/20 (Zoom) |
Matrix deviations, random projections, Dvoretsky-Milman theorem |
Ver 7.5, 8.7, 9.1-9.3, 11.1-11.3 |
| 11/27 |
No class – November recess |
|
| 12/4 |
Matrix concentration inequalities |
Ver 5.4-5.6, Tropp Chapter 8 |