MATH 598 / 784 · Fall 2026
High-Dimensional Probability
Meetings
Lectures: Monday and Wednesday, 10:05–11:25, Burnside Hall 920
Instructor: Elliot Paquette
Homework coordinator and reader: Kevin Xiao
The first lecture is Monday, August 31. The final Monday-schedule meeting is held on Thursday, December 3, following McGill’s make-up-day convention. See the calendar for the full teaching plan.
Notes
The mathematical notes are organized as durable lectures rather than as a transcript of what happened in the room. Four lectures are currently public:
- The Curse of Dimensionality
- Convex Hulls and Sparse Approximation
- Gaussian Width
- Tails of Random Variables
Later lecture pages will be linked only when their notes are ready for use.
Exercises and quiz section
Students should work on every problem in each exercise sheet. In the separate quiz section, students will take turns presenting assigned problems; a student need only present when it is their turn, but should be ready to discuss all of the problems.
Kevin Xiao will coordinate the private presentation rotation and read the homework. If a student is exceptionally unable to give an assigned presentation in the quiz section, the presentation must be made independently to Kevin. Presenter names will not appear on this public website.
The quiz-section day, time, and room will be announced. The first exercise sheet will be discussed Friday, September 11.
Assessment
The assessment weights, including the role of the tentative midterm, are still being finalized. The calendar reserves Wednesday, October 28 for an in-class midterm, but this should not yet be read as a final assessment policy.
Working character of the course pages
The lecture notes are intended to become evergreen. Dates, rooms, homework procedures, and assessment information on pages under Course apply only to the Fall 2026 offering and may be revised during internal course preparation.