Scribe Notes and Slides for MATH 888

Scribe notes, as well as slides, will be posted here as they become available.

List of Topics

Here is a tentative outline (click on the links for more details).

  1. Statistical background I: Point estimation

  2. Basic concentration inequalities: Hoeffding, Bernstein, Hanson-Wright

  3. Sub-Gaussian vectors, random matrices and metric entropy with applications to mean and covariance estimation

  4. Statistical background II: Hypothesis testing with an introduction to the multiple testing problem

  5. Information-theoretic lower bounds

  6. Sparse linear regression and related matrix estimation problems


We will occasionally use slides. They will be posted here.

Scribe notes

Scribe notes will be posted below. See the instructions for scribing.

Additional reading

Some optional reading will be posted here.