Online Workshop "High-Dimensional Covariance Matrices, Networks and Concentration Inequalities''

General Information

The aim of this workshop is to provide an opportunity for training and interaction among researchers in operator theory, random matrices, approximation theory, probability, statistics, computer science and related areas of the emerging "Data Science". The workshop will take place on May 20, 21, 24 of 2021. The deadline for registration is May 13.

Registration

Mini-course

Speaker:  Stanislav Minsker (University of Southern California)
Title:  Concentration inequalities for the sums of random matrices and their applications.

Suggested mathematics background for the audience:
Good knowledge of probability theory (upper undergraduate level) and linear algebra, including the notions of trace, matrix norms, positive definite matrices, singular value/eigenvalue decompositions.

Topics:
The theory part would include an overview of the classical moment and concentration inequalities for real-valued random variables (Rosenthal, Hoeffding, and Bennett/Bernstein inequalities) and their extensions to the sums of random matrices. The applications part would address, time permitting, the estimation of covariance matrices/masked covariance estimation, spectra of random graphs, low-rank matrix completion problem and sparse linear regression.

Additional Topic-Featured Lectures

Speaker:  Simon Foucart (Texas A&M University)
Title:  Restricted isometry properties and their role in compressive sensing.

Speaker:  Anirban Bhattacharya (Texas A&M University)
Title:  Statistical guarantees for variational Bayes.

Speaker:  Elina Robeva (University of British Columbia)
Title:  Estimating totally positive densities.

Speaker:  Kshitij Khare (University of Florida)
Title of lecture 1:  Generalized likelihood approaches for scalable covariance selection.
Title of lecture 2:  Bayesian inference for Gaussian graphical models beyond decomposable graphs.

Schedule (Mountain Daylight Time, GMT -6 hours)

May 20
10:00 - 10:50 Stas, mini-course I
11:00 - 11:50 Stas, mini-course II, lectures 1,2
13:00 - 13:50 Simon, I
14:00 - 14:50 Simon, II

May 21
10:00 - 10:50 Stas, mini-course III
11:00 - 11:50 Stas, mini-course IV, lectures 3,4
13:00 - 13:50 Anirban, I
14:00 - 14:50 Anirban, II, lectures 1,2

May 24
10:00 - 10:50 Stas, mini-course V, lecture 5
11:00 - 11:50 Elina, lecture
13:00 - 13:50 Kshitij, I, lecture 1
14:00 - 14:50 Kshitij, II, lecture 2

The workshop is sponsored by National Science Foundation CAREER grant DMS-1554456 and organized by Anna Skripka. The workshop was planned to take place at Texas A&M University on May 22-23 of 2020, but was postponed as a part of COVID-19 preventive measures.

Participants:
Stanislav Minsker, University of Southern California
Lang Wang, University of Southern California
Andrew Lowy, University of Southern California
Shunan Yao, University of Southern California
Yiqiu Shen, University of Southern California
Mohsen Pourahmadi, Texas A&M University
Anirban Bhattacharya, Texas A&M University
Simon Foucart, Texas A&M University
Elina Robeva, University of British Columbia
Kshitij Khare, University of Florida
Dominique Guillot, University of Delaware
Cesar Claros, University of Delaware
Bilal Riaz, University of Delaware
Anna Skripka, University of New Mexico
Maxim Zinchenko, University of New Mexico
Luis Calderon, University of New Mexico
Mandela Quashie, University of New Mexico
Nate Kornetzke, University of New Mexico
Andrew Ye, University of New Mexico
Aaron Segura, University of New Mexico
Ronald Linhardt, University of New Mexico
Branden Lee Call, University of New Mexico
Nikolay Miller, University of New Mexico
Pavan Datta, University of New Mexico
Tristan, University of New Mexico
Jose Garcia, University of New Mexico
Austin Bell, University of New Mexico
James Legg, University of New Mexico
Pingping Zhu, Marshall University
Peter Estephan, Marshall University
Thomas Scheckter, University of New South Wales
Andrey Glubokov, Ave Maria University
Ananya Omanwar, IISER Mohali
Davin Choo, National University of Singapore
Sutanu Gayen, National University of Singapore
Yuhao Wang, National University of Singapore
Philips George John, National University of Singapore
Akash Murthy, Euprime
Nandyala D. Gangadhar, M. S. Ramaiah University of Applied Sciences