This is a reading course on High-dimensional probability and statistics based on the books [1] High-Dimensional Statistics: A Non-Asymptotic Viewpoint, Martin J. Wainwright. [2] High-Dimensional Probability An Introduction with Applications in Data Science Roman Vershynin. The focus will be on the non-asymptotic behavior of functions of large number of random variables. Students should seek instructor's approval to take this course.