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Sums of independent random matrices
Probability| Speaker: | Roman Vershynin, University of Michigan |
| Location: | 2112 MSB |
| Start time: | Mon, Apr 27 2009, 4:10PM |
One would like to estimate the covariance matrix of a high dimensional distribution. How well can we do this by sampling N independent points? We will discuss the origins and applications of this problems in convex geometry and random matrix theory. We will survey the early progress of Rudelson on this problem, and the recent elementary method of Ashlwede and Winter developed in the context of quantum information theory.