High dimensional statistics

from April 5 until May 24, 2018

Speaker: Quentin Paris (HSE)

During the course, we are going to discuss the following topics.

Topic 1. Concentration, moments and maxima
Topic 2. High dimensional regression
Topic 3. High dimension pca and random projections
Topic 4. Random graphs
Topic 5. Empirical risk minimization

Venue: The mini-course will be held at the HSE faculty of Computer Science (3 Kochnovsky Proezd building 1):
Thursdays – room 301

Time:  12:10 – 15:00

Syllabus: syllabus