Fachbereich Mathematik, Campus Essen
Exercises: Fabian Gerle
Special Topic Course (6 SWS)
Sommer Semester 2021
Mondays and Wednesdays 10:15-11:45
Exercise session: Wednesdays 14.15-15.45
High dimensional probability towards applications in data science
- Warm up: Computational Geometry
- Concentration of sums of independent random variables
- Random vectors in high dimension
- Random matrices
- Concentration without independence
- Roman Vershynin: "High-Dimensional Probability:An Introduction with Applications in Data Science" (2020)
What should I know if I want to participate?
This special topic course (Vertiefungsvorlesung) is offered as part of the Master Program in Mathematics. Don't hesitate to send me an e-mail for more information:
anita(dot)winter `at' due(dot)de
How many credits do I get?
If take the class and pass an oral exam you get 9 ECTS in Vertiefungsbereich Stochastik.
The first session will be on Monday, 12th of April 2021.