Wednesday, July 13, 2022 - 09:00 in ZOOM - Video Conference
Stochastic geometry beyond independence and its applications
A talk in the Seminar Zufallsmatrizen series by
Subhro Ghosh from National University of Singapore
| Abstract: |
The classical paradigm of randomness is the model of independent and identically distributed
(i.i.d.) random variables, and venturing beyond i.i.d. is often considered a challenge to be
overcome.
In this talk, we will explore a different perspective, wherein stochastic systems with constraints in
fact aid in understanding fundamental problems. Our constrained systems are well-motivated
from statistical physics, including models like the random critical points and determinantal
probability measures.
These will be used to shed important light on natural questions of relevance in understanding
data, including problems of likelihood maximization and dimensionality reduction. En route, we
will explore connections to spiked random matrix models and novel asymptotics for the
fluctuations of spectrally constrained random systems. Based on the joint works below.
Please contact Anas Rahman (anas.rahman@live.com.au) for details regarding access.
Within the CRC this talk is associated to the project(s): C6 |
Back
