Scribe notes, as well as slides, will be posted here as they become available.
Here is a tentative outline (click on the links for more details).
We will occasionally use slides. They will be posted here.
Lecture 3 (09/13/21): Comparison of estimators (source)
Lecture 4 (09/15/21): Cramer-Rao bound: setting and statement (source;
alternate notes: PDF, source)
Lecture 5 (09/17/21): Cramer-Rao bound: proof and examples (source;
alternate notes: PDF, source)
Lecture 6 (09/20/21): Sub-Gaussian variables (source)
Lecture 7 (09/22/21): Hoeffding's and Bernstein's inequalities (source;
alternate notes: PDF, source)
Lecture 8 (09/24/21): Concentration of the norm (source;
alternate notes: PDF, source)
Lecture 9 (09/27/21): Hanson-Wright inequality: statement and proof ideas (source;
alternate notes: PDF, source)
Lecture 10 (09/29/21): Hanson-Wright inequality: decoupling and comparison (source;
alternate notes: PDF, source)
Lecture 11 (10/01/21): Hanson-Wright inequality: proof and application (source;
alternate notes: PDF, source)
Lecture 12 (10/04/21): Sub-Gaussian vectors (source)
Lecture 13 (10/06/21): Mean estimation for sub-Gaussian vectors (source;
alternate notes: PDF, source)
Lecture 14 (10/08/21): Mean estimation for anisotropic sub-Gaussian vectors (source;
alternate notes: PDF, source)
Lecture 15 (10/11/21): Application to linear regression (source;
alternate notes: PDF, source)
Lecture 16 (10/13/21): A first oracle bound (source;
alternate notes: PDF, source)
Lecture 17 (10/15/21): Suprema of processes: finite case (source;
alternate notes: PDF, source)
Lecture 18 (10/18/21): Suprema of processes: eps-nets and Lipschitz processes (source)
Lecture 19 (10/20/21): Spectral norm of a random matrix (source)
Lecture 20 (10/22/21): Covariance estimation (source)
Lecture 21 (10/25/21): PCA and spiked covariance model: setting (source)
Lecture 22 (10/27/21): PCA and spiked covariance model: proof sketch (source)
Lecture 23 (10/29/21): PCA and spiked covariance model: finishing the proof (source)
Lecture 26 (11/05/21): Lower bounds: from estimation to testing (source)
Lecture 29 (11/12/21): Lower bounds: proof (source)
Lecture 30 (11/15/21): Lower bounds: more examples (source)
Lecture 31 (11/17/21): Fano's method: statement and example (source;
alternate notes: PDF, source)
Lecture 32 (11/19/21): Fano's method: example continued (source;
alternate notes: PDF, source)
Lecture 33 (11/22/21): Fano's method: proof (source)
Lecture 34 (11/24/21): Sparse linear regression: first steps (source)
Lecture 35 (11/29/21): Sparse linear regression: first steps continued (source)
Lecture 36 (12/01/21): Sub-Gaussian sequence model (source)
Lecture 37 (12/03/21): Lasso estimator: slow and fast rates (source)
Lecture 38 (12/06/21): Incoherence of a random design; Sparse oracle inequality (source;
alternate notes: PDF, source)
Lecture 39 (12/08/21): Community recovery: basic definitions (source)
Lecture 40 (12/10/21): Community recovery: almost exact recovery (source)
Lecture 41 (12/13/21): Community recovery: almost exact recovery continued (source)
Lecture 42 (12/15/21): Community recovery: exact recovery (source)
Some optional reading will be posted here.