[Sds-seminars] [Sds-announce] S&DS Seminar, Ramon van Handel, 4/7/25, 4pm-5pm, SPL 59, "Sharp matrix concentration inequalities
Torres, Elizavette
elizavette.torres at yale.edu
Tue Apr 1 12:42:56 EDT 2025
[Department of Statistics and Data Science]<https://statistics.yale.edu/> Department of Statistics and Data Science <https://statistics.yale.edu/>
Ramon van Handel, Princeton University
[cid:image002.png at 01DBA2FA.ECFC6810]
Date: Monday, April 07, 2025
Time: 4:00PM to 5:00PM
Location: SPL 59 See map<http://maps.google.com/?q=217+Prospect+Street%2C+New+Haven%2C+CT%2C+06511%2C+us>
217 Prospect Street
New Haven, CT 06511
Website<https://web.math.princeton.edu/~rvan/>
Title: Sharp matrix concentration inequalities
Information and Abstract:
Much of random matrix theory is concerned with a relatively small collection of special random matrix models whose asymptotic behavior can be studied in stunning detail. But random matrices that arise naturally in other areas of pure and applied mathematics are often not of this form and may admit an essentially arbitrary structure. The main tools that have been used to study such models, known as matrix concentration inequalities, are extremely general but only provide crude information.
In the past few years, however, powerful new tools were discovered to obtain a sharp understanding, to leading order, of the spectral statistics of arbitrarily structured random matrices under surprisingly minimal assumptions. I will aim to describe how these methods work and explain how they enable the study of new applications, such as phase transition phenomena for nonhomogeneous random matrices, that are fundamentally outside the reach of traditional matrix concentration inequalities.
This talk is based on joint works with A. Bandeira, M. Boedihardjo, T. Brailovskaya, G. Cipolloni, and D. Schroeder.
3:15pm - Pre-talk meet and greet teatime - Kline Tower, 219 Prospect Street, 13 floor, there will be light snacks and beverages in the kitchen area.
For more details and upcoming events visit our website at https://statistics.yale.edu/calendar.
Department of Statistics and Data Science
Yale University
Kline Tower
219 Prospect Street
New Haven, CT 06511
https://statistics.yale.edu/
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