STAT 903High-Dimensional Probability
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Statistics
STAT 903 as listed in the Fall 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.
An introductory course in high-dimensional probability and its applications. Topics will include: the concentration of measure phenomenon, isoperimetric and functional inequalities, and asymptotic and non-asymptotic random matrix theory. Applications may include empirical processes, dimension reduction, sparse models including compressed sensing, BBP transitions and high-dimensional PCA, mean-field methods, and optimization in high-dimensions.
Prerequisites
None listed.
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Check it elsewhere for Fall 2025
- Graduate Calendar, Fall 2025The archived entry
- Requirements for Fall 2025Waterloo’s requisite checker
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them
Calendar versions
Graduate Calendar
- Fall 2025 (shown here)
- Winter 2026
- Spring 2026
- Fall 2026
- Winter 2024 and earlier in the calendar archives