Description

This book is based on a series of post-doctoral level lectures given at
Université Paris-Est Marne-la-Vallée in November 2009, by Djalil Chafaï,
Olivier Guédon, Guillaume Lecué, Shahar Mendelson, and Alain Pajor.
It aims to bridge several actively developed domains of research around
high dimensional phenomena and asymptotic geometric analysis. The
covered topics include empirical methods and high dimensional geometry,
concentration of measure, compressed sensing, Gelfand widths, chaining
methods, singular values, Wishart matrices, and problems of selection of
characters. This book focuses on methods and concepts. Chapters are
mostly self-contained. An index is provided.

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