High Dimensional Probability

我会不定期分享自己关于《高维概率》的课程（已完结）。参考教材： High-Dimensional Probability: An Introduction with Applications in Data Science (Roman Vershynin, 2020) 。如果您发现任何错误、或对某个部分感到疑惑，可以随时通过 Email (tjy20@mails.tsinghua.edu.cn) 或微信 (ID: adoutengjiaye) 和我联系。非商用情况下，所有课件标明出处后均可免费下载、转载。商用转载请先与我取得联系。

Video and Notes

01: 高维概率简介 [video] [slides]
02: Hoeffding 不等式 [video] [slides]
03: Bernstein 不等式 [video] [slides]
04: 随机图模型 [video] [slides]
05: 高维随机向量 [video] [slides]
06: 次高斯随机向量 [video] [slides]
07: 随机向量 Concentration [video] [slides]
08: 格罗滕迪克不等式 [video] [slides]
09: 随机矩阵 [video] [slides]
10: 随机矩阵Concentration [video] [slides]
11: 随机矩阵应用 [video] [slides]
12: 非独立 Concentration [video] [slides]
13: 矩阵 Bernstein 不等式 [video] [slides]
14: Johnson-Lindenstrauss Lemma [video] [slides]
15: 二次型 concentration [video] [slides]
16: 随机变量对称化 [video] [slides]
17: 随机过程 [video] [slides]
18: Sudakov 不等式 [video] [slides]
19: 高斯宽度、随机映射 [video] [slides]
20: Dudley 不等式 [video] [slides]
21: Generic Chaining Bound [video] [slides]
22: VC dimension [video] [slides]
23: Matrix Deviation 不等式 [video] [slides]
24: Escaping Theorem [video] [slides]
25: 矩阵恢复 [video] [slides]
26: Dvoretzky-Milman定理 [video] [slides]