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Deviations of random matrices and applications

Introductory Workshop: phenomena in high dimensions August 21, 2017 - August 25, 2017

August 23, 2017 (11:00 AM PDT - 12:00 PM PDT)
Speaker(s): Roman Vershynin (University of Michigan)
Location: MSRI: Simons Auditorium
Tags/Keywords
  • high dimensional probability

  • geometric functional analysis

  • convex sets

  • random projections

  • compressed sensing

Primary Mathematics Subject Classification
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

10-Vershynin

Abstract

Uniform laws of large numbers provide theoretical foundations for statistical learning theory. This series of lectures will focus on quantitative uniform laws of large numbers for random matrices. A range of illustrations will be given in geometric functional analysis and data science, in particular to covariance estimation, signal recovery, and sparse regression. 

Supplements No Notes/Supplements Uploaded
Video/Audio Files

10-Vershynin

H.264 Video 10-Vershynin.mp4 474 MB video/mp4 rtsp://videos.msri.org/data/000/029/257/original/10-Vershynin.mp4 Download
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