Next Talk

Speaker: Afonso Bandeira
Title: On Phase Transitions for Spiked Random Matrix and Tensor Models
Date and time: March 31, 1:00 p.m. (pizza and drinks at 12:45 p.m.)
Venue: WWH 1302

Abstract

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector (or low rank structure) is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughout the sciences, where the goal is often to recover or detect the planted low rank structured. In this talk we discuss fundamental limitations of statistical methods to perform these tasks and methods that outperform PCA at it. Emphasis will be given to low rank structures arising in Synchronization problems. Time permitting, analogous results for spiked tensor models will also be discussed. Joint work with: Amelia Perry, Alex Wein, and Ankur Moitra.

About this seminar

This seminar is meant to benefit young mathematicians, particularly graduate students and postdocs.
It aims to accomplish the following: The research talks should be fairly introductory and accessible to students and non-specialists in the audience.

Schedule Spring 2017

March 10

Speaker: Ben Blum-Smith
Title:Invariant polynomials and quotients of spheres
Abstract

March 24

Speaker: Eric Vanden-Eijnden
Title:Small Noise, Big Impact: The Inexorable Effect of Random Perturbations on Dynamical Systems
Abstract

March 31

Speaker: Afonso Bandeira
Title:On Phase Transitions for Spiked Random Matrix and Tensor Models
Abstract

April 14

Speaker: Thomas Leblé
Title:tba
Abstract

April 28

Speaker: Shafer Smith
Title:tba
Abstract

Contact Info

If you would like to give a talk or ask a question about the seminar, please contact one of the seminar organizers:

Alexisz Gaalgaal [at] cims [dot] nyu [dot] edu
Reza Gheissarireza [at] cims [dot] nyu [dot] edu
Benjamin McKennamckenna [at] cims [dot] nyu [dot] edu

Previous semesters

Fall 2016 schedule

Spring 2016 schedule

Fall 2015 schedule

Spring 2015 schedule

Fall 2014 schedule

Spring 2014 schedule

Fall 2013 schedule

Spring 2013 schedule

Fall 2012 schedule

Spring 2013 schedule

Fall 2011 schedule

Spring 2011 schedule

Descriptions of earlier talks are here.

Department of Mathematics
Courant Institute of Mathematical Sciences
New York University
251 Mercer St.
New York, NY 10012