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Probability, Geometry, and Computation in High Dimensions Boot Camp (Simons Institute, Fall 2020)

This program aims to advance our understanding of high-dimensional problems by focusing on the interplay between probability, geometry, and computation.

theoretical computer scientists, complexity theorists, probabilists and analysts, machine learning researchers, data engineers working on streaming/sketching, statistical physicists

probabilistically checkable proofs (PCP); parallel repetition theorem; long-code gadget and noise tests; Poincaré inequality on the discrete cube; semigroup interpolation and Efron-Stein; Pisier's Gaussian inequality (π/2 constant); distinct counting / Flajolet-Martin sketches; k-wise independent hashing for sketches; linear sketches for sparse recovery and spanning forests; replica method and approximate message passing state evolution

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Crash Course on Probabilistically Checkable Proofs (PCP): IntroductionIrit Dveer Dinur01h 01m
Crash-course claim: NP languages admit a randomized verifier that reads O(1) proof bits after tossing O(log n) coins, so a polynomial-time reduction maps any…
Talk
Remarks on the Discrete CubeRamon van Handel01h 00m
Provides a self-contained proof that Var(f) ≤ Σi E[(Di f)^2] with optimal constant 1 by building an interpolation by continuous-time random walk (independent…
Talk
Remarks on the Discrete CubeRamon van Handel01h 15m
Proves the Poincaré inequality on the discrete cube using an explicit semi-group Pt (a product formula with biased Bernoullis), computes D_t Pt = ΔPt and…
Talk
Crash Course on Probabilistically Checkable Proofs (PCP)...Dana Moshkovitz01h 18m
Gives a constructive weak PCP: map any system of quadratic mod‑2 equations E to a huge Ẽ where each new equation touches only three bits, E satisfiable…
Talk
Crash Course on Probabilistically Checkable Proofs (PCP): Parallel RepetitionIrit Dveer Dinur01h 12m
Parallel repetition takes a projection game and tensorizes it so questions are d-tuples; the basic PCP route uses this to amplify a 1 versus 1−ε gap to 1…
Talk
Remarks on the Discrete CubeRamon van Handel01h 20m
Shows the naive Gaussian→cube replacement fails: Talagrand’s L∞ counterexample forces a different formulation. Proves a precise linear→nonlinear principle on…
Talk
Sketching High-Dimensional DataJelani Nelson01h 10m
Estimator uses the minimum hashed value of each distinct item (returning 1/X−1), then reduces variance by averaging R independent copies (R ≈ O(1/ε^2)) and…
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Crash Course on Probabilistically Checkable Proofs (PCP): Optimal Inapproximability ResultsDana Moshkovitz01h 17m
Claim: assuming the Unique Games Conjecture, it is NP‑hard to beat the Goemans-Williamson ~0.878 approximation for Max‑Cut. The reduction replaces each…
Talk
Remarks on the Discrete CubeRamon van Handel01h 21m
Boolean functions on the discrete cube beat the usual Poincaré bound by two mechanisms: replace L2 by an L1 Poincaré inequality to remove a square, and exploit…
Talk
Sketching High-Dimensional DataJelani Nelson01h 09m
Optimal space for one plus epsilon distinct counting is 1/ε^2 log(1/δ)+log n, and both lower and upper bounds are given; deterministic exact algorithms require…
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Statistical Physics and Computation in High DimensionFlorent Krzakala, Lenka Zdeborova01h 18m
Computes typical minimal energy per spin for the random‑field Ising model in the n→∞ limit and shows the average free energy equals the extremum of a replica…
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Recent Progress in High-Dimensional LearningAnkur Moitra01h 03m
Argues that low‑rank tensor decompositions uniquely recover latent factors under mild linear‑independence conditions and gives an explicit spectral method…
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Sketching High-Dimensional DataJelani Nelson01h 13m
Linear sketches estimate norms and heavy hitters with concrete bounds: AMS sketch uses m = Θ(ε^{-2}) rows and O(ε^{-2} log(1/δ)) words to get 1+ε L2 estimates…
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Statistical Physics and Computation in High DimensionFlorent Krzakala, Lenka Zdeborova01h 11m
Lecture contrasts exact limits and practical algorithms: replica and cavity methods give asymptotic mutual information and an information-theoretic recovery…
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Recent Progress in High-Dimensional LearningAnkur Moitra01h 07m
1D robust estimation uses the median absolute deviation to get O(ε) TV guarantees, but high dimensions face hardness: the Tukey median is robust but NP‑hard…
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Sketching High-Dimensional DataJelani Nelson01h 10m
Johnson–Lindenstrauss embedding requires m = O(ε^{-2} log n) and is information-theoretically tight; practical work replaces dense Gaussian maps with faster or…
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Recent Progress in High-Dimensional LearningAnkur Moitra01h 12m
Shows polynomial‑time algorithms that learn half‑spaces under Massart noise up to error η+ε, first via an improper partitioned classifier and now via a proper…
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Statistical Physics and Computation in High DimensionFlorent Krzakala, Lenka Zdeborova01h 03m
Analyzes teacher-student neural ensembles (committee machines) with analytic replica solution and matching simulations to produce exact learning curves as a…
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Recent Progress in High-Dimensional LearningAnkur Moitra01h 14m
Provable algorithms reconstruct mixtures of Airy disks from photon samples: for any fixed K a polynomial-time algorithm recovers centers to accuracy ε given…
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Statistical Physics and Computation in High DimensionFlorent Krzakala, Lenka Zdeborova01h 04m
Covers the generalized linear model with five concrete cases: perceptron storage capacity (spherical capacity = 2, binary perceptron conjectured threshold ≈…
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