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Title:
Deviations of random matrices and applications

Speaker:
Roman Vershynin

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.

Link:
https://www.msri.org/workshops/809/schedules/22859

Workshop:
MSRI- Introductory Workshop: phenomena in high dimensions