This page was created during the COVID-19 pandemic and is not kept up to date since. You can find some lecture videos at this Youtube channel. Students at ETHZ can find videos of my lectures on the ETH Lecture Recordings portal. You can also simply use a search engine to find talks of mine on several topics.
Some lecture recordings (not up to date)
Lecture Videos for Mathematics of Data Science here
Lecture Videos for Mathematics of Machine Learning here
Nov, 2014: Sharp nonasymptotic bounds on the norm of random matrices with independent entries: Part 1 and Part 2, Instituto de Matematica Pura e Aplicada, Brazil.
