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Statistics: Applications of orthogonal polynomials in the study of random matrices and randomized algorithms
Featured Campus Seminars| Speaker: | Thomas Trogdon, University of Washington |
| Related Webpage: | https://statistics.ucdavis.edu/events/seminar-102424-trogdon |
| Location: | 1147 MSB |
| Start time: | Thu, Oct 24 2024, 4:00PM |
Held by the Department of Statistics. This talk will discuss how the study of the orthogonal polynomials (OPs) for the eigenvector empirical spectral distribution, the so-called VESD, can be used in the analysis of how algorithms act on random matrices. More specifically, using perturbation theory and other analyses of the VESD OPs, one finds both theoretical tools to analyze the random matrix distributions and new algorithms for statistical estimation. This is joint work with Xiucai Ding (UC Davis, Statistics), Tyler Chen (NYU) and Charbel Abi Younes (UW).