Codes and Expansions (CodEx) Seminar

Afonso S. Bandeira (ETH Zürich)
Random Matrices, Intrinsic Freeness, and Sharp Non-Asymptotic Inequalities

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new easy-to-use sharp non-asymptotic bounds on the spectrum of general random matrices. We will also present a couple of illustrative applications in high dimensional statistical inference.