Probability Theory & Computational Mathematics — Joel A. Tropp, 2024–25
Modern Discrete Probability — Sébastien Roch, 2024
Probability Theory I — Roland Bauerschmidt, 2024
Recent probability preprints — arXiv math.PR, updated daily
High-Dimensional Probability, 2nd ed. — Roman Vershynin, 2026
Probability in High Dimensions — Joel A. Tropp
Random Matrix Theory in Data Science & Statistics — Dmitriy Kunisky, 2025
Random Matrix Theory — Paul Bourgade, 2024
Learning Theory from First Principles — Francis Bach, 2024
Probabilistic Machine Learning: Advanced Topics — Kevin P. Murphy, updated 2025
Understanding Deep Learning — Simon J. D. Prince
Machine Learning: A Lecture Note — Kyunghyun Cho, 2025–26
Online Open Probability School notes — course notes and problems
A PDE Approach to Mean-Field Disordered Systems — Jean-Christophe Mourrat
Classical Fourier Analysis notes — Terence Tao