Welcome to STAT 217!
Basic Information
Course Number and Course Name 
STAT 171: Topics in highdimensional statistics: methods from statistical physics 
Instructor / TF 

Email 
jiazeqiu@g.harvard.edu 
Sections (Jiaze) 
Wednesdays 7:30 pm  8:30 pm (ET), Science Center 705. 
Office Hours (Jiaze) 
Wednesdays 8:30 pm  9:30 pm (ET), Science Center 316.07. 
Please feel free to contact me if you have any question. I will try to reply as soon as possible.
Schedule
 Week 2, Feb 1, Section 1: Lipschitz Concentration and IMMSE Relationship (Handout, Solution)
 Gaussian integration by parts
 IMMSE relationship for tensor PCA
 Exponential concentration of the log partition function (free energy)
 Review of basic concepts and the tensor PCA model
 Week 3, Feb 8, Section 2: The sequence model and change of measure calculation (Handout, Solution)
 Replica symmetric calculations for the sequence model as a special case of Tensor PCA
 Proof of Equation 1.2.11 in the textbook
 Week 4, Feb 15, Section 3: Guerra Interpolation (Handout, Solution)
 Proof of the replica symmetric prediction through interpolation: An application of Gaussian integration by parts
 Nishimori identity
 Week 5, Feb 22, Section 4: Gaussian Comparison Inequalities (Handout, Solution)
 An interpolation based proof of the J.P. Kahane lemma
 Gaussian comparison inequalities
 Slepian’s inequality
 Gordon’s inequality
 SudakovFernique inequality
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