Lecture 3
YOUR LINK HERE:
http://youtube.com/watch?v=q66noHJydxM
Video course in High Dimensional Probability and Applications in Data Science • https://www.math.uci.edu/~rvershyn/te... • Applications of Approximate Caratheodory Theorem for financial portfolios and factor analysis. Covering numbers are usually exponential in the dimension. Polytopes with few vertices have small covering numbers.
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