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Semester | fall semester 2025 |
Course frequency | Every fall sem. |
Lecturers |
Foivos Alimisis (foivos.alimisis@unibas.ch)
Lorenzo Baldassari (lorenzo.baldassari@unibas.ch) Aurelien Lucchi (aurelien.lucchi@unibas.ch, Assessor) |
Content | This course provides an introduction to modern probability theory and its applications in high-dimensional data analysis. We begin with the fundamentals of probability, conditioning, and independence, then study limiting phenomena and concentration inequalities. Building on these foundations, the course explores random vectors, high-dimensional geometry, and random matrix theory, with applications to understanding spectral properties, the Marchenko–Pastur law, and double descent phenomena. Advanced topics include matrix concentration bounds, functional calculus, and stochastic processes. The course combines theory with exercises and a mid-term exam to reinforce understanding of these topics. |
Language of instruction | English |
Use of digital media | No specific media used |
Course auditors welcome |
Interval | Weekday | Time | Room |
---|---|---|---|
wöchentlich | Monday | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
wöchentlich | Tuesday | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
wöchentlich | Thursday | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Date | Time | Room |
---|---|---|
Monday 15.09.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 16.09.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 18.09.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 22.09.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 23.09.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 25.09.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 29.09.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 30.09.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 02.10.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 06.10.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 07.10.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 103 |
Thursday 09.10.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 13.10.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 14.10.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 16.10.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 20.10.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 21.10.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 23.10.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 27.10.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 28.10.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 30.10.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 03.11.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 04.11.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 06.11.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 10.11.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 11.11.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 13.11.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 17.11.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 18.11.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 20.11.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 24.11.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 25.11.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 27.11.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 01.12.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 02.12.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 04.12.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 08.12.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Tuesday 09.12.2025 | 16.15-18.00 | Kollegienhaus, Seminarraum 104 |
Thursday 11.12.2025 | 08.15-10.00 | Kollegienhaus, Hörsaal 119 |
Monday 15.12.2025 | 16.15-18.00 | Kollegienhaus, Hörsaal 114 |
Modules |
Module: Mathematical Foundations (Master's Studies: Data Science) |
Assessment format | continuous assessment |
Assessment details | Mid-term exam on Thursday 30.10.2025 Information regarding the assessment: Continuous assessment 20% Short exercises in class (15min)*6 Mid-term exam 35% Final exam 45% |
Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
Repeat examination | no repeat examination |
Scale | 1-6 0,5 |
Repeated registration | as often as necessary |
Responsible faculty | Faculty of Science, studiendekanat-philnat@unibas.ch |
Offered by | Departement Mathematik und Informatik |