Schedule (Temporary)
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Jan 20 | Introduction to mean field asymptotics | Lecture 1, | Scribed Notes |
Jan 25 | Basic concepts in statistical physics | Lecture 2, | Scribed Notes |
Jan 27 | Ising models | Lecture 3, | Scribed Notes |
Feb 1 | Statistical decision theory and the Sherrington Kirkpatrick model | Lecture 4, | Scribed Notes |
Feb 3 | Z2 synchronization and the free energy approach | Lecture 5, | Scribed Notes |
Feb 8 | Concentration inequalities in mean field asymptotics | Lecture 6, | Scribed Notes |
Feb 10 | Concentration inequalities and Field Theoretic calculations | Lecture 7, | Scribed Notes |
Feb 15 | Holiday | | |
Feb 17 | Replica method, I: the spiked GOE matrix, part a) | Lecture 8, Preview | Scribed Notes |
Feb 22 | Replica method, II: the spiked GOE matrix, part b) | Lecture 9, Preview | Scribed Notes |
Feb 24 | Replica method, III: Z2 synchronization | Lecture 10, Preview | Scribed Notes |
Mar 1 | Replica method, IV: Z2 synchronization and replica symmetry breaking | Lecture 11, Preview | Scribed Notes |
Mar 3 | Replica method, V: The LASSO risk | Lecture 12, Preview | |
Mar 8 | CGMT, I: Slepian's inequality and applications | Lecture 13, Preview | |
Mar 10 | CGMT, II: Gordon's inequality and CGMT | Lecture 14, Preview | |
Mar 15 | CGMT, III: CGMT and LASSO asymptotics | Lecture 15, Preview | Scribed Notes |
Mar 17 | CGMT, IV: Double descent of linear models | Lecture 16, Preview | Scribed Notes |
Mar 22 | Spring break | | |
Mar 24 | Spring break | | |
Mar 29 | Random matrices and Stieltjes transforms | Lecture 17, Preview | Scribed Notes |
Mar 31 | Lindeberg approach for universality | Lecture 18, Preview | |
Apr 5 | AMP, I: Overview | Lecture 19, Preview | Scribed Notes |
Apr 7 | AMP, II: Derivation of AMP I | Lecture 20, Preview | Scribed Notes |
Apr 12 | AMP, III: Derivation of AMP II | Lecture 21, Preview | Scribed Notes |
Apr 14 | AMP, IV: From AMP to State evolution | Lecture 22, Preview | Scribed Notes |
Apr 19 | Guest lecture: Michael Celentano. The estimation error of general first order methods. | | |
Apr 21 | Two applications: TAP free energy; double descent of RF model | TAP, DD | |
Apr 26 | Project presentations | | |
Apr 28 | Project presentations (last lecture) | |
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