Teaching

• Classical vs. High-Dimensional Theory

• Concentration Bounds (Part I)

• Concentration Bounds (Part II)

• Restricted Nullspace Property

• Restricted Eigenvalue Condition

• Bounds on L2 Error

• Wishart Matrices and Their Behaviour

• Restricted Nullspace and Eigenvalues for Random Designs

• Lasso Oracle Inequality and Prediction Error Bounds

• Proof of Prediction Error Bounds and "Sparsistency"

• Subgradients, PDW, and Proof of "Sparsistency"

For enquiries about these lecture notes, please contact me.