Videos

Deviations of random matrices and applications

August 23, 2017
Keywords:
  • High dimensional probability
  • geometric functional analysis
  • convex sets
  • random projections
  • compressed sensing
MSC:
  • 60B20
  • 52A21
  • 60Gxx
  • 62Jxx
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.