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High-Dimensional Probability - UCI Mathematics

High-Dimensional ProbabilityAn Introduction with Applications in Data ScienceRoman VershyninUniversity of California, IrvineJune 9, 2020 ~rvershyn/ContentsPrefaceviAppetizer: using Probability to cover a geometric set11 Preliminaries on random quantities associated with random classical of sums of independent random concentration inequalities? s s : degrees of random Hoeffding s and Khintchine s s vectors in high of the matrices and principal component of High-Dimensional distributions in higher : Grothendieck s inequality and semidefinite : Maximum cut for trick, and tightening of Grothendieck s on , covering numbers and packing : error correcting bounds on random sub-gaussian : community detection in bounds on sub-gaussian : covar

probability with a view toward data science applications. It is also suitable for self-study. What is this book about? High-dimensional probability is an area of probability theory that studies random objects in Rn where the dimension ncan be very large. This book places par-ticular emphasis on random vectors, random matrices, and random ...

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