High-Dimensional Statistics - LTCC
Graduate course, LTCC, London, 2025
Five week introductory course on high-dimensional statistics. Course notes and slides will be posted here and updated on a rolling basis. The course material is a simple convex combination of available materials from existing books and notes from Philippe Rigollet, Jan-Christian Hütter, Roman Vershynin and Martin Wainwright, all of which will be linked below. I would consult these for a more complete picture.