COLT2021 Tutorial – Recitation

This document contains: (1) a short prelude, to check that some of the bounds obtained or claimed during the lecture part of the tutorial make sense; (2) a two-parter online component, where you will derive upper and lower bounds on some high-dimensional estimation problems under bandwidth or privacy constraints; (3) extra exercises, if you want additional material to go through at home. Detailed solutions will be made available, for we are not total monsters.