Admission Requirements
Introduction to Probability, Linear Algebra
Description
The probability seminar aims at exposing students to advanced probability theory and selected applications. The course for the academic year 2022-2023 will be focusing on probabilistic inequalities. The course material will be mainly based on the recent award winning book by Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science. In the first part of the course, the focuse will be on basic probabilistic methods. In the second part of the course, we will discuss various applications of these techniques in Machine Learning, Statistics, and Geometry.
The book is available at author's homepage: https://www.math.uci.edu/~rvershyn/
Course Objectives
learn basic concepts & results
Get familiar with modern applications
Timetable
You will find the timetables for all courses and degree programmes of Leiden University in the tool MyTimetable (login). Any teaching activities that you have sucessfully registered for in MyStudyMap will automatically be displayed in MyTimeTable. Any timetables that you add manually, will be saved and automatically displayed the next time you sign in.
MyTimetable allows you to integrate your timetable with your calendar apps such as Outlook, Google Calendar, Apple Calendar and other calendar apps on your smartphone. Any timetable changes will be automatically synced with your calendar. If you wish, you can also receive an email notification of the change. You can turn notifications on in ‘Settings’ (after login).
For more information, watch the video or go the the 'help-page' in MyTimetable. Please note: Joint Degree students Leiden/Delft have to merge their two different timetables into one. This video explains how to do this.
Mode of Instruction
The introductory lectures and advanced lectures will be given by Hazra & Verbitskiy. All the other lectures will be given by the participants, typically in small groups (2-3 students, depending on the number of participants).
Assessment method
The grade will be based on the two presentations (+handouts).
Reading list
Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science.
The book is available at author's homepage: https://www.math.uci.edu/~rvershyn/
Registration
From the academic year 2022-2023 on every student has to register for courses with the new enrollment tool MyStudyMap. There are two registration periods per year: registration for the fall semester opens in July and registration for the spring semester opens in December. Please see this page for more information.
Please note that it is compulsory to both preregister and confirm your participation for every exam and retake. Not being registered for a course means that you are not allowed to participate in the final exam of the course. Confirming your exam participation is possible until ten days before the exam.
Extensive FAQ's on MyStudymap can be found here.
Contact
R. Hazra, r.s.hazra@math.leidenuniv.nl
E. Verbitskiy, evgeny@math.leidenuniv.nl