uwloo

STAT 903High-Dimensional Probability

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 1 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. Spring 2027: schedule not out yet.

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.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00164440 / 40MW 11:30–12:50

Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar