CS3936: Topic in Modern Algorithms (Fall 2025)


Introduction

This semester, the course will focus on high-dimensional probability. A more friendly name might be algorithms for big data. I will mainly focus on concentration inequalities and suprema of random variables.

Course Information

  • Location: 致远书院（光彪楼） 203
  • Time: 12:55 - 15:40, every Monday
  • Instructor: Chihao Zhang
  • TA: Yuchen He

References

[Ver18] High-Dimensional Probability, Roman Vershynin, Cambridge University Press.

[Van16] Probability in High Dimension, Ramon van Handel.

[Roc20] Modern Discrete Probability - An Essential Toolkit, Sebastien Roch, Cambridge University Press.

Outline

  • Lecture 6: Diffusions and Itô Calculus
  • Lecture 5: Geometry View of Markov Chains, Brownian motion
  • Lecture 4: Discrete Markov Chains
  • Lecture 3: Concentration Inequalities via Martingale
  • Lecture 2: Sub-Gaussian and Sub-Exponential Random Variables
  • Lecture 1: Basic Concentration Inequalities