High Dimensional Statistics Note 2024 Summer
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Still Updating

Some reading notes following the following books on high dimensional statistics:

MJW: High-Dimensional Statistics: A Non-Asymptotic Viewpoint by Martin J. Wainwright
RV: High-Dimensional Probability: An Introduction with Applications in Data Science by Roman Vershynin
RH: High-Dimensional Statistics Lecture Notes by Philippe Rigollet and Jan-Christian Hütter
RvH: Probability in High Dimension - APC 550 Lecture Notes by Ramon van Handel

Cross-referencing/labelling coherence between chapters is not guaranteed. (But I at least maintained within-chapter coherence.)

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