Seminar at SMU Delhi
February 18, 2015 (Wednesday) ,
3:30 PM at Webinar
University of California, Davis USA
A brief review of random matrix theory in statistics
Abstract of Talk
In this talk, a number of recent results associated with the random matrix theory will be discussed from the point of view of their applications to various statistical problems, especially in the context of high-dimensional data analysis. Some key concepts will be introduced even though technical details will be kept at a bare minimum.