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High-Dim Stat Rigollet

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Abstract:These lecture notes were written for the course 18.657, High Dimensional Statistics at MIT. They build on a set of notes that was prepared at Princeton University in 2013-14 that was modified (and hopefully improved) over the years.

High-Dimensional Statistics arXiv:2310.19244v1 [math.ST] 30 Oct 2023 Lecture Notes Philippe Rigollet and Jan-Christian Hütter October 29, 2023 Preface These lecture notes were written for the course 18.657, High Dimensional Statistics at MIT. They build on a set of notes that was prepared at Prince- ton University in 2013-14 that was modified (and hopefully…

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