MATH-496 / 5 credits

Teacher: Aru Juhan

Language: English


Summary

This is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions.

Content

Keywords

log-Sobolev inequalities, isoperimetry, entropy

Learning Prerequisites

Required courses

Mathematics Bachelor's level knowledge of analysis, linear algebra and probability (for example, the Bloc "Science de Base" in EPFL Mathematics Bachelor's program).

Teaching methods

Lectures + exercise classes

Assessment methods

Oral exam

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Resources

Bibliography

  • R.van Handel's lecture notes on "Probability in high dimension" (available on his webpage)
  • "Concentration Inequalities: A Nonasymptotic Theory of Independence" by S. Boucheron, G. Lugosi and P. Massart.

 

Ressources en bibliothèque

In the programs

  • Semester: Spring
  • Exam form: Oral (summer session)
  • Subject examined: Computational linear algebra
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Oral (summer session)
  • Subject examined: Computational linear algebra
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Oral (summer session)
  • Subject examined: Computational linear algebra
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16     
16-17     
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19-20     
20-21     
21-22