36788, Spring 2015 Class Schedule  
Date  Lecture Topic  Readings  Scribe Notes  Notes 

Tue Sep 1  Introduction and Examples  See the references for models with d increasing with n and without structural (sparsity) assumptions.  
Thu Sep 3  Overview of concentration: concentration function and concentration of Lipschitz function 

HW1 is out.  
Tue Sep 8  SubGaussian random variables and Hoeffding Inequality 


Thu Sep 10  SubExponential Variables and Bernstein Inequality 


Tue Sep 15 



Thu Sep 17 



Tue Sep 22  EfronStein iequality and examples. 

HW2 is out.  
Thu Sep 24  Ale out of town.  
Tue Sep 29 



Thu Oct 1 


HW3 is out.  
Tue Oct 6  The ChenStein Poisson
Approximation, with applications to

Ale out of town.  
Thu Oct 8  More on the entropy method for concentration inequalities. 


Tue Oct 13  Concentration of Lipschitz functions of Gaussian vectors 


Thu Oct 15  Matrix concentration inequalities 


Tue Oct 20  Matrix Bernestein inequality. Applications to covariance matrix estimation and graph Laplacian.  Same as last lecture.  
Thu Oct 22  Hoeffding inequality for Ustatistics. Graphon estimation. 