Description

This is the page for a course at Princeton taught by Prof. Ramon van Handel, a fantastic lecturer. Below is the course description and some resources about the topic.

“An introduction to nonasymptotic methods for the study of random structures in high dimension that arise in probability, statistics, computer science, and mathematics. Emphasis is on developing a common set of tools that has proved to be useful in different areas. Topics may include: concentration of measure; functional, transportation cost, martingale inequalities; isoperimetry; Markov semigroups, mixing times, random fields; hypercontractivity; thresholds and influences; Stein’s method; suprema of random processes; Gaussian and Rademacher inequalities; generic chaining; entropy and combinatorial dimensions; selected applications.”

I actually audited this course, there was too much going on this semester so I did not do the problem sets or the exam or project. I did, however, attend most lectures and take notes on Notion for some reason. Anyway, the course was a delight, and I’m glad to have been exposed to the material as early as spring 2023.

Reading List

• the book: the book.

Notes & Problem Sets

• Here is a Notion page containing my notes from when I audited the course
• I also include a list of problem statements since even reading the statements themselves can help a lot.