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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
  • high dimensional probability

  • geometric functional analysis

  • convex sets

  • random projections

  • compressed sensing

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



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. 

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Video/Audio Files


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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