Claudio Landim online course (probability theory, Functional analysis, and measure theory)
Probability theory by Dmitry Panchenko
Random matrix by Fan Yang (in Mandarin)
High Dimensional Probability and Applications in Data Science by Vershynin
Graduate course in High-Dimensional Probability by Livshyts
Concentration of Measure Phenomenon by Livshyts
Minerva Mini-Course on Convexity in High Dimensions by Klartag
Graduate topics in deep learning theory by Eli Grigsby
27th Annual PCMI Summer Session, Random Matrices (Videos)
NCCR SwissMap - Master Class in Mathematical Physics 2019-2020
The PIMS-CRM Probability Summer School will take place at UBC this summer. (Canceled)