This channel is related to the course "High-dimensional statistics and probability" from Christophe Giraud (professor at Paris Saclay university).
More informations on the website of this course (dates, lecture notes, etc): www.imo.universite-paris-saclay.fr/~giraud/Orsay/H…
Topics:
- Curse of dimensionality
- Model selection
- Minimax lower bounds
- Convex relaxation
- Iterative algorithms
- Low rank regression
- False discoveries and multiple testing
- Implicit regularization of Gradient Descent
- Benign interpolation and overparametrisation