Basic Information

  • Course Code: EE 761
  • Course Name: Advanced Concentration Inequalities
  • Course Offered In: 2023-2024
  • Semester Season: Spring
  • Instructors: Prof. Sharayu Moharir
  • Prerequisites: Basics of Probability theory
  • Difficulty (1 being easy and 5 being tough): 3

Course Content

Basic concentration inequalities: Markov, Chebyshev and Chernoff, Hoeffding’s inequality Martingales: basics, Doob’s martingale, Azuma Hoeffding inequality, different conditions resulting in use of azuma hoeffding inequaltiy like BMDC, ALC and BDC McDiarmid’s inequality,Median concenterations, Talagrand’s convex distance and Talagrand’s inequality, variance bounds and Efron Stein inequality, comparison of different inequalities in different settings

Feedback on Lectures

Lectures were well organized by the professor. Professor used digital notes (and board sometimes) for explaination. It is advised to make notes by yourself as amount of content covered in a class can be sometimes a bit overwhelming. Professor is very friendly and very approchable for any doubts regarding the content

Feedback on Evaluations

Attendance:10%(if attendance > 80%, else 0) Endsem :30% Project:30%(bonus upto 10%) Scribe:10% Assignments(4):20% The course is quite chill with respect to evaluations. Assignments are released well before deadlines and can be discussed amongst peers. Project has to be done in group and is based on reading a paper related to the topics covered in class. Endsem is moderately tough.

Study Material and Resources

The content covered is quite recent and hence professor’s notes will be the best material to refer to.

Follow-up Courses

This is a PG level course so follow up would be to pursue RnD under a prof working in similar field

Final Takeaway

The course has a lot of maths related to probability and basic combinatorics. You wil like the course if you liked courses on basic probability theory(like EE325), grading is quite lenient. Skipping classes is highly unadvisable as it carries marks, and because contents of classes are related as comparisons between differnt inequalities is frequently brought up. Taking the course just for grade might backfire as you have to work on project and for endsems for getting good marks