High-dimensional Statistics

Important dates

We will outline the class on Tuesday, October 9. There will be no lecture on Thursday, October 11: this date will be reserved for self study of Section 1.


Find the most updated version of the script here (always refresh that site for obtaining the latest version).

Current homework

The first homework set (all exercises of Section 1 that are labeled with a black bullet) is due Tuesday, October 23 before class; the first lab is due Thursday, October 25 before class.

Additional Files

An additional data example for Section 1.1
Data for the lab in Section 3


We expect active participation in the lectures. This includes you having read the materials prior to the lectures and being part of the discussions in class. Participation and input to the lecture, the script, the exercises, the labs, etc. will be considered favorably in assigning the final grades.


At least 50% of the points on each exercise sheet and on each lab plus presentation of the solution to one exercise.


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