Instructor: Yaniv Plan
Office: 1219 Math Annex
Email: yaniv (at) math (dot) ubc (dot) ca

Lectures: MWF 10:00 am – 11:00 am, MATX 1102.

Office hours: Wednesday 11:30 am – 12:30 pm, MATX 1219 and by request.

Prerequisites: Graduate probability, undergraduate linear algebra, undergraduate functional analysis. For example, I will assume you have familiarity with stochastic processes, probability spaces, norms, singular values, and Lipschitz functions.

Textbook: This course is based on a similar course from Roman Vershynin. There is no required textbook. The following references cover some of the material, and they are available online:

Probability in high dimensionsInstructor:Yaniv PlanOffice: 1219 Math Annex

Email: yaniv (at) math (dot) ubc (dot) ca

Lectures:MWF 10:00 am – 11:00 am, MATX 1102.Office hours:Wednesday 11:30 am – 12:30 pm, MATX 1219 and by request.Prerequisites:Graduate probability, undergraduate linear algebra, undergraduate functional analysis. For example, I will assume you have familiarity with stochastic processes, probability spaces, norms, singular values, and Lipschitz functions.Overview:See here.Detailed course outline:See here.Textbook:This course is based on a similar course from Roman Vershynin. There is no required textbook. The following references cover some of the material, and they are available online:Grading:50% bi-weekly homework, 50% project. The project may be a literature review or a mini-research problem.Homework:Homework 1: Due Feb 9 (extended)