IMAGe Brown Bag Seminar - Debashis Paul

A random matrix perspective of high-dimensional data analysisDebashis PaulUniversity of California, Davis

In this talk, we discuss how developments in random matrix theory (RMT) have influenced research in high-dimensional data analysis, including principal components analysis and factor analysis for complex data. We will mention several extensions of classical statistical procedures to high-dimensional settings that have been proposed by utilizing RMT. Recent developments, including the extension of the scope of RMT to deal with high-dimensional spatially and temporally dependent data models, will also be mentioned. 

Friday September 20, 2013Mesa Laboratory – Damon Room12:00 PM

Building:

Room Number: 
Damon Room

Type of event:

Will this event be webcast to the public by NCAR|UCAR?: 
No
Calendar Timing: 
Friday, September 20, 2013 - 12:00pm