Aug 21, 2017
Monday

11:00 AM  12:00 PM


Deviations of random matrices and applications
Roman Vershynin (University of Michigan)

 Location
 MSRI: Simons Auditorium
 Video

 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




Aug 23, 2017
Wednesday

11:00 AM  12:00 PM


Deviations of random matrices and applications
Roman Vershynin (University of Michigan)

 Location
 MSRI: Simons Auditorium
 Video

 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




Aug 25, 2017
Friday

11:00 AM  12:00 PM


Deviations of random matrices and applications
Roman Vershynin (University of Michigan)

 Location
 MSRI: Simons Auditorium
 Video

 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



