Teaching material 🎓

Notes and slides from courses and schools I have taught, on high-dimensional inference, random matrix theory and the statistical physics methods behind them.

• High-dimensional inference and statistical mechanics

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

• Random matrix theory and the BBP transition

  Lecture notes on Bayesian inference, written for the GIAN course at Dr B R Ambedkar National Institute of Technology, Jalandhar, India.

  Slides on approximate message passing, for the School on Mathematical Methods for High-Dimensional Data at Sapienza University of Rome. School website.

• The interpolation and adaptive interpolation methods

  Crash course on interpolation techniques for proving replica formulas.