High-DimensionalProbability and Statistics

MATH/STAT/ECE 888: Topics in Mathematical Data ScienceSebastien Roch (Math+Stat)

UW-MadisonFall 2021

Lecture 5 (09/17/21)

Today’s slides based on Williams (but results can befound in any graduate-level probability textbook)

See e.g. https://people.math.wisc.edu/~roch/grad-prob/

More Probability Facts

Lp norm

More on Lp spaces

More on Lp spaces cont’d

Orlicz spaces

Orlicz spaces cont’d

Jensen’s inequality