Scientific Calendar Event
GO TO SCIENTIFIC CALENDAR



  • Europe/Rome
  • English
  • Administration

Search

Search in Conferences:

Secretariat:

Home > Speaker Index

Speaker List

Displaying 5 speakers out of 5
CAMILLE MALE (Bordeaux University, France)
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part I
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part II
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part III
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part IV
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part V
Recent free probability methods for large random matrices: computational aspects for non standard random matrix ensembles Part VI
LAURENT MASSOULIE (INRIA Paris, France)
Tree reconstruction : Kesten-Stigum threshold
Non-backtracking spectra of random graphs: community detection above Kesten-Stigum threshold
Links to Ramanujan graphs and Baik-Ben Arous-Péché transition
Tree matching weight and polynomial-time alignment of correlated graphs
Information-theoretic limits to graph alignment
Polynomial-time graph alignment from feasibility of testing tree correlation
MARC LELARGE (INRIA Paris & Ecole Polytechnique, France)
Statistical physics and random matrix theory for statistical inference I
Statistical physics and random matrix theory for statistical inference II
Statistical physics and random matrix theory for statistical inference III
Statistical physics and random matrix theory for statistical inference IV
Statistical physics and random matrix theory for statistical inference V
Statistical physics and random matrix theory for statistical inference VI
MARC POTTERS (Capital Fund Management, France)
RMT basics: invariant ensembles, eigenvalue density, Stieltjes transform, R-transform
Rank-1 deformation (1): eigenvalue and eigenvector, fluctuations
Covariance inference (1): Sample Covariance matrices, Free Product, S-transform
Covariance inference (2): Eigenvector overlap and Ledoit-Peche estimator
Rank-1 deformation (2): eigenvalue and eigenvector, fluctuations
Covariance inference (3): Numerical aspects, kernel methods, cross-validation, applications to finance
PIERPAOLO VIVO (King's College London, UK)
General setting: minimisation of a quadratic loss function with random coefficients and spherical constraint
The “Procrustes problem”
Counting of stationary points via the Lagrange multipliers method
Statistics of the Lagrange multipliers
Statistics of the Lagrange multipliers
Techniques: (i) Kac-Rice formula (ii) minimisation as \beta\to\infty limit of the free energy of an associated canonical problem (iii) replica trick to get rid of the logarithm (iv) Random matrix tools to deal with the randomness in the coefficients

Organizers

Sandrine Péché (Université Paris, France), Vianney Perchet (CREST, ENSAE, France), Jean Francois Emmanuel Barbier (ICTP, Italy), Local Organiser: Jean Barbier (ICTP)

Co-sponsors