[Colloquium] TTIC Colloquium: Raj Rao Nadakuditi, University of Michigan

[Julia MacGlashan]

When:             *Monday, Nov 22 @ 1:00 PM*

Where:           * TTIC Conference Room #526*, 6045 S Kenwood Ave, 5th Floor

Who:               *Raj Rao Nadakuditi*, University of Michigan

Title:                *Random matrix theory & the informational limit of
eigen-analysis*


Motivated by  signal-plus-noise type models in high-dimensional statistical
signal processing and machine learning, we consider the eigenvalues and
eigenvectors of finite, low rank perturbations of large random matrices.

Applications in mind are as diverse as radar, sonar, wireless
communications, bio-informatics and Gaussian mixture cluster analysis in
machine
learning. We provide an application-independent approach that brings into
sharp focus a fundamental informational limit of high-dimensional
eigen-analysis. Continuing on this success, we highlight the random matrix
origin of this informational limit, the connection with "free" harmonic
analysis and discuss implications for high-dimensional statistical signal
processing and learning.

Host:             Nati Srebro, nati at ttic.edu
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