High-Dimensional Probability: An Introduction with Applications in Data Science
Author:   Roman Vershynin (University of California, Irvine)
Publisher:   Cambridge University Press
Edition:   2nd Revised edition
ISBN:  

9781009490641


Pages:   346
Publication Date:   28 February 2026
Format:   Hardback
Availability:   Not yet available   Availability explained
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High-Dimensional Probability: An Introduction with Applications in Data Science


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Full Product Details

Author:   Roman Vershynin (University of California, Irvine)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
Edition:   2nd Revised edition
Weight:   0.500kg
ISBN:  

9781009490641


ISBN 10:   1009490648
Pages:   346
Publication Date:   28 February 2026
Audience:   General/trade ,  General
Format:   Hardback
Publisher's Status:   Forthcoming
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Table of Contents

Foreword Sara van de Geer; Preface; Appetizer. Using probability to cover a set; 1. A quick refresher on analysis and probability; 2. Concentration of sums of independent random variables; 3. Random vectors in high dimensions; 4. Random matrices; 5. Concentration without independence; 6. Quadratic forms, symmetrization, and contraction; 7. Random processes; 8. Chaining; 9. Deviations of random matrices on sets; Hints for the exercises; References; Index.

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Author Information

Roman Vershynin is Professor of Mathematics at the University of California, Irvine. He is an expert on randomness in mathematics and data science, especially in high-dimensional probability, statistics, and machine learning. His influential work has earned numerous honors including an invited ICM lecture, the Bessel Research Award, the IMS Medallion Award, and the 2019 PROSE Award for the first edition of this book.

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