The lectures (2 hours per week) are based on the book
High-Dimensional Probability and Applications in Data Science by Roman Vershynin [More]
Prerequisites: A rigorous course in probability theory and a solid foundation in undergraduate linear algebra.
Lectures: Friday 12:15-14. Place: NHA, room UE26.
First lecture is August 30. Last lecture November 29.
Message, Nov 22:
This was the final lecture. In summary, we have covered Chapters 1 through 6, with particular emphasis on Chapters 1 to 4, as well as Chapters 7 and 8.
Message, Nov 1:
Please note that there will be no lecture scheduled for Friday, November 8. The following lecture will be held on Friday, November 15.
Message, Oct 18:
Today, we began discussing random processes (Chapter 7). So far, we have covered Chapters 1 through 6, with a particular emphasis on Chapters 1 to 4.
Message, 27 Sep:
Next week is the autumn break («høstferie»), so there will be no lecture on Friday, October 4. The following lecture will be held on Friday, October 11.
Message, Sep 11:
There is a mathematics conference in Oslo taking place tomorrow and Friday. I have been encouraged to postpone this Friday’s seminar to next Friday to accommodate several participants attending the conference.
Therefore, there will be no lecture on Friday, September 13. The next lecture will take place on Friday, September 20.
Regarding our progress in the book, we have finished Chapter 2 and will begin Chapter 3 next Friday.