High-Dimensional Probability

An Introduction with Applications in Data Science
Second Edition

Who is this book for?

Doctoral students, advanced master’s students, and researchers in mathematics, statistics, computer science, electrical engineering, and related fields who want a deeper understanding of probabilistic methods in modern data science. Suitable for self-study or a second probability course.

Why this book?

Modern data science relies heavily on probability. Traditional graduate courses often do not reach the level needed for contemporary research. This book bridges that gap.

Background

Master’s-level probability, strong linear algebra, and familiarity with normed and Hilbert spaces. Measure theory is not required.

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February 19, 2026 — Second edition published
October 24, 2025 — Proofs returned
May 12, 2025 — Draft posted
September 30, 2018 — First edition published