High-dimensional probability. An introduction with applications in data science
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- Design of c-optimal experiments for high-dimensional linear models
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- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- Minimax optimality of permutation tests
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- Lasso hyperinterpolation over general regions
- Robust and efficient mean estimation: an approach based on the properties of self-normalized sums
- Almost sure scattering for the nonlinear Klein-Gordon equations with Sobolev critical power
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- Fluctuations for the partition function of Ising models on Erdös-Rényi random graphs
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- Committor functions via tensor networks
- Complex phase retrieval from subgaussian measurements
- Robust and resource-efficient identification of two hidden layer neural networks
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- Debiasing convex regularized estimators and interval estimation in linear models
- Time-varying general dynamic factor models and the measurement of financial connectedness
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- Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls
- High dimensional normality of noisy eigenvectors
- Consistency of invariance-based randomization tests
- Sharp optimal recovery in the two component Gaussian mixture model
- Generalized Low-Rank Plus Sparse Tensor Estimation by Fast Riemannian Optimization
- \(\ell^1\)-analysis minimization and generalized (co-)sparsity: when does recovery succeed?
- Non-uniform packings
- Non-convex exact community recovery in stochastic block model
- Dimensionality reduction for \(k\)-distance applied to persistent homology
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator
- Nearly optimal robust mean estimation via empirical characteristic function
- Measure concentration and the weak Pinsker property
- First passage percolation on hyperbolic groups
- Universality of approximate message passing algorithms
- Iteratively reweighted \(\ell_1\)-penalized robust regression
- Sparse random tensors: concentration, regularization and applications
- SONIC: social network analysis with influencers and communities
- A note on statistical analysis of factor models of high dimension
- Foundations of data science
- High dimensional decision making, upper and lower bounds
- Optimal rates of estimation for multi-reference alignment
- Randomized Gram-Schmidt process with application to GMRES
- Polynomial threshold functions, hyperplane arrangements, and random tensors
- On the eigenstructure of covariance matrices with divergent spikes
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- Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
- Fast generalization error bound of deep learning without scale invariance of activation functions
- Hanson-Wright inequality in Banach spaces
- Rank-one multi-reference factor analysis
- On polyhedral approximations of the positive semidefinite cone
- Instability results for Euclidean distance, nearest neighbor search on high dimensional Gaussian data
- Conditional regression for single-index models
- Modified log-Sobolev inequalities and two-level concentration
- A note on concentration for polynomials in the Ising model
- Diversification benefits in the cryptocurrency market under mild explosivity
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- Robust inference via multiplier bootstrap
- On recovery guarantees for one-bit compressed sensing on manifolds
- The Lower Bound for Koldobsky’s Slicing Inequality via Random Rounding
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- Concentration inequalities for random tensors
- Lasso regression in sparse linear model with \(\varphi\)-mixing errors
- Particle Gaussian mixture filters. I.
- Analysis of spectral clustering algorithms for community detection: the general bipartite setting
- Improved discrete Gaussian and Subgaussian analysis for lattice cryptography
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