Under construction. This area is a framework being built: most courses have no teaching material yet, and things may change or break. Private self-study. Not an official programme and not recognised by any ministry or school. No qualification, mark or document is issued, and “years 1 to 3” and “advanced” are names of study paths only.
E16 High-dimensional statistics
Advanced pathE: Proposed extensionsplannedproposed, not in any programmeabout 160 h (planning estimate)
Planned: syllabus only, no teaching material yet. Nothing on this page can be studied; it describes what the course would cover.
In no programme. This is a proposed extension course; the owner has not approved it into a programme.
Proposed by the assistant to fill a gap in the owner's catalogue. It is in no programme until the owner approves it.
Why this course
Modern statistics beyond the fixed-dimension setting.
Prerequisites
- Required
- G03 Graduate probability, A09 Mathematics of statistical learning
- Recommended
- B17 Mathematical statistics I
- Can be taken at the same time
- none
- Everything required, transitively (23 courses)
- A02, A09, B01, B02, B03, B04, B05, B06, B08, B09, B11, B12, B13, B15, B17, B19, B20, F01, F02, F03, G01, G03, U09
- Courses that require this one
- none
Concept-level units
Units follow the syllabus order, as a recommended sequence rather than a gate.
- Concentration inequalities
- Sparsity and the lasso
- Random matrices
- Covariance estimation
- Minimax rates
- Compressed sensing connections
Assessable outcome
Prove a non-asymptotic error bound and interpret it.
Assessment design
- deeper problem sets
- reconstruction of an unfamiliar argument
- advanced source reading
- cumulative examination or substantial project
cumulative; uses spaced retrieval
Resources
Every title here is candidate, unverified unless marked verified. Titles were suggested while planning. Nobody has checked that they exist, what they cost or how they are licensed.
- Wainwright · High-Dimensional Statistics
- Vershynin · High-Dimensional Probability (free)
Content record
- Version
- 0.0.0
- Review
- no review of any kind
- Provenance
- PROPOSED by the assistant on 30 Oct 2026 to fill gaps in the brief's catalogue; not in the owner's brief; needs the owner's approval and a curriculum reviewer
- Known issues
- Proposed course: not counted by any programme audit until the owner approves adding it to an elective pool.
- Type
- course
Bridges and laboratories
No bridge or laboratory is attached to this course yet.
You and this course
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