Deviations of random matrices and applications
Introductory Workshop: phenomena in high dimensions August 21, 2017 - August 25, 2017
Location: MSRI: Simons Auditorium
high dimensional probability
geometric functional analysis
convex sets
random projections
compressed sensing
60B20 - Random matrices (probabilistic aspects; for algebraic aspects see 15B52)
52A21 - Finite-dimensional Banach spaces (including special norms, zonoids, etc.) [See also 46Bxx]
2-Vershynin
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.
2-Vershynin
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