Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Lecture

Multi-arm Bandits: Regret and Exploration

Related lectures (32)

Probability Review

Introduces subgaussian and subexponential random variables, conditional expectation, and Orlicz norms.

Linear Combinations: Moment-Generating Functions

Explores moment-generating functions, linear combinations, and normality of random variables.

Gaussian Vectors: Properties and Distributions

Explains multivariate Gaussian distribution properties and moment generating functions for random vectors.

Moment Generating Function and Multivariate Normal Distribution

Explores moment generating functions and multivariate normal distributions in probability and statistics.

Common Distributions: Moments and MGFs

Covers common distributions, moment generating functions, and covariance matrices in statistics for data science.

Large Deviations: Theory and Applications

Delves into large deviations in statistical mechanics, exploring Kramer's theorem, Varadhan's lemma, and Laplace's method.

Multivariate Normal Distribution

Covers the multivariate normal distribution, moment-generating function, and combinatorics.

Common Distributions: Moment Generating Functions

Explores common probability distributions, special distributions, and entropy concepts.

Central Limit Theorem

Covers the Central Limit Theorem and its application to random variables, proving convergence to a normal distribution.

Fundamental Limits of Gradient-Based Learning

Delves into the fundamental limits of gradient-based learning on neural networks, covering topics such as binomial theorem, exponential series, and moment-generating functions.

Large Deviations Principle: Cramer's Theorem

Covers Cramer's theorem and Hoeffding's inequality in the context of the large deviations principle.

Elementary Distributions Factsheet

Covers elementary distributions like Bernoulli, Binomial, Geometric, Negative Binomial, Poisson, and Multinomial.

Entropy and Algorithms: Applications in Sorting and Weighing

Covers the application of entropy in algorithms, focusing on sorting and decision-making strategies.

Gaussian Random Vectors

Explores Gaussian vectors, moment generating functions, independence, density functions, affine transformations, and quadratic forms.

Probability Review

Explores Gaussian distributions, moments, and variance calculations in probability theory.

Spherical Symmetry in Statistical Mechanics

Explores spherical symmetry in statistical mechanics and its role in phase transitions.

Generalized Linear Models

Covers probability, random variables, expectation, GLMs, hypothesis testing, and Bayesian statistics with practical examples.

Dependence in Random Vectors

Explores dependence in random vectors, covering joint density, conditional independence, covariance, and moment generating functions.

Linear Models: Least Squares

Explores linear models, least squares, Gaussian vectors, and model selection methods.

Review of Probability

Covers the review of probability concepts including Poisson distribution and moment generating functions.