Teaching material

• High-dimensional inference and statistical mechanics

  Lecture notes. Notes on high-dimensional Bayesian inference and its links with the statistical mechanics of disordered systems.

• Random matrix theory, the BBP transition and Bayesian inference

  Lecture notes. Written for the GIAN course at Dr B R Ambedkar National Institute of Technology, Jalandhar, India.

• Random matrix theory, BBP and approximate message passing

  Slides. School on Mathematical Methods for High-Dimensional Data, Sapienza University of Rome. School website.

• The interpolation and adaptive interpolation methods

  Crash course. A short introduction to interpolation techniques for proving replica formulas.