
High-Dimensional Probability: An Intro with Applications in Data Science [pdf] - yarapavan
https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-book.pdf
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yarapavan
This is a textbook in probability in high dimensions with a view toward
applications in data sciences. It is intended for doctoral and advanced
masters students and beginning researchers in mathematics, statistics,
electrical engineering, computational biology and related areas, who are
looking to expand their knowledge of theoretical methods used in modern
research in data sciences.

A typical graduate probability course is no longer sufficient to acquire the
level of mathematical sophistication that is expected from a beginning
researcher in data sciences today. The proposed book intends to partially
cover this gap. It presents some of the key probabilistic methods and results
that may form an essential toolbox for a mathematical data scientist. This
book can be used as a textbook for a basic second course in probability with a
view toward data science applications. It is also suitable for self-study.

