Fall 2026 - High-dimensional Methods and Regularization
September 2026 - December 2026, University of St. Gallen
The Method Reading Group takes place (approximately) bi-weekly with sessions of 1h15m, and we aim to devote at least one hour to topic discussion.
This semester, we meet on Thursdays, 16:15-17:30. Please see the schedule section below for updated room locations, dates and topics.
The group is open to anyone: if you would like to participate in the discussion too, let us know!
- Contact:
- Giovanni Ballarin (giovanni.ballarin[-at-]unisg.ch)
- Erik-Jan Senn (erik-jan.senn[-at-]unisg.ch)
- Files:
- See below for materials discussed
- Some additional references are also listed
Locations
Room C 83-2233, Haus Washington
Rosenbergstrasse 20/22, St. Gallen
Link to MazeMap
Join Online
Teams Meeting Link
Note: the Teams link will be the same for all meetings.
Schedule
Please check this website for regular updates
| # | Date | Room | Paper/Topic | Presenter | Discussant |
|---|---|---|---|---|---|
| 1) | 24.09 | C 83-2233 | High-Dimensional Statistics: Intro & Chapter 6 (2019) | Giovanni | Lyudmila |
| 2) | 8.10 | C 83-2233 | TBD | ||
| 3) | 22.10 | C 83-2233 | TBD | ||
| 🍂 SEMESTER BREAK 🍂 | |||||
| 4) | 12.11 | C 83-2233 | TBD | ||
| 5) | 26.11 | C 83-2233 | The Adaptive Lasso and Its Oracle Properties (2006) | Erik | |
| 6) | 3.12 | C 83-2233 | TBD |
Materials
- Session 1
- TBD
Additional References
- Wainwright - High-Dimensional Statistics: A Non-Asymptotic Viewpoint (2019)
This book covers most core topics in the study of high-dimensional data, including concentration (of random vectors and matrices), covariance estimation and PCA, high-dimensional and sparse linear regression, nonparametric least squares and graphical models.
Members
- Giovanni Ballarin
- Luca Fiumana
- Prof. Lyudmila Grigoryeva
- Martina Halouskova
- Christoph Hirt
- Jonas Huwyler
- Prof. Jana Mareckova
- Angelo Mimmo
- Linda Odermatt
- Erik-Jan Senn
- Prof. Tobias Sutter
- Lion Szlagowski
How To
The general guidelines and "house rules" we follow are much inspired by those of e.g. the TS&ML Reading Group at the University of Southampton.
We will alternate over time so that each person can try and fulfill the two main roles at least once:
-
Presenter: the person who presents (with annotated paper, whiteboard, slides...) the meeting's topic -- they act as the 'key expert' on the chosen paper/chapter/topic, and go over the core points of the material, step by step. The presenter should be well-prepared in the content presented, and be able to provide a compact but transparent and technically accessible presentation of the material.
-
Discussant: the person that, having read in some detail the material pertaining to the the meeting, can help steer the discussion: what are some key issues or questions? What things may be unclear? What are the strengths and weaknesses? Your role is to help everyone in the session navigate and understand the main ideas discussed.
The following (total) preparation times are suggested:
- Presenter: approx. 10 hours
- Discussant: approx. 5 hours
- General audience: approx. 2 hours
If you encounter any issues with the materials, do not hesitate to contact us!