Roman Vershynin is Professor of Mathematics at the University of California, Irvine. He studies random geometric structures across mathematics and data sciences, in particular in random matrix theory, geometric functional analysis, convex and discrete geometry, geometric combinatorics, high-dimensional statistics, information theory, machine learning, signal processing, and numerical analysis. His honors include an Alfred Sloan Research Fellowship in 2005, an invited talk at the International Congress of Mathematicians in Hyderabad in 2010, and a Bessel Research Award from the Humboldt Foundation in 2013. His 'Introduction to the Non-Asymptotic Analysis of Random Matrices' has become a popular educational resource for many new researchers in probability and data science.
发表于2025-03-26
High-Dimensional Probability 2025 pdf epub mobi 电子书
这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下: p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". Online version该处已修正. p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2 (1/t). p96, ...
评分这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下: p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". Online version该处已修正. p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2 (1/t). p96, ...
评分这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下: p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". Online version该处已修正. p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2 (1/t). p96, ...
评分这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下: p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". Online version该处已修正. p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2 (1/t). p96, ...
评分这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下: p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". Online version该处已修正. p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2 (1/t). p96, ...
图书标签: 数学 Statistics 统计学 概率论 Machine_Learning DataScience 统计 statistics
High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in high dimensions. Drawing on ideas from probability, analysis, and geometry, it lends itself to applications in mathematics, statistics, theoretical computer science, signal processing, optimization, and more. It is the first to integrate theory, key tools, and modern applications of high-dimensional probability. Concentration inequalities form the core, and it covers both classical results such as Hoeffding's and Chernoff's inequalities and modern developments such as the matrix Bernstein's inequality. It then introduces the powerful methods based on stochastic processes, including such tools as Slepian's, Sudakov's, and Dudley's inequalities, as well as generic chaining and bounds based on VC dimension. A broad range of illustrations is embedded throughout, including classical and modern results for covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, machine learning, compressed sensing, and sparse regression.
19年刚出的书,对工科背景的学生学习理论工具和数学系学生了解应用背景都有参考价值。想要更严谨地了解这些理论可以去读Handel的notes,还没出版但是挂在Princeton他的个人主页上。
评分写得很棒!
评分写得很棒!
评分写得很棒!
评分写得很棒!
High-Dimensional Probability 2025 pdf epub mobi 电子书