The textbook “Fundamentals of High-Dimensional Statistics: With Exercises and R Labs” has now appeared as a part of Springer Texts in Statistics. The book features step-by-step introductions, numerous exercises with solutions, and R labs. It is available as a hardcover, softcover, and ebook. Most university libraries have access to the ebook already—ask them otherwise, or ask them to get an actual book if you prefer. Get more information about the book here.