High-dimensional probability : an introduction with applications in data science /
Vershynin, Roman,1974-author.
Includes bibliographical references and index.
Preliminaries on random variables -- Concentration of sums of independent random variables -- Random vectors in high dimensions -- Random matrices -- Concentration without independence -- Quadratic forms, symmetrization and contraction -- Random processes -- Chaining -- Deviations of random matrices and geometric consequences -- Sparse recovery -- Dvoretzky-Milman's theorem.
Probabilities.
Stochastic processes.
Random variables.
Probabilities.
Random variables.
Stochastic processes.