The Norm of Some Non-Standard Random Matrices

Monday, April 13, 2015 - 2:00pm - 2:50pm
Keller 3-180
Andrea Montanari (Stanford University)
Several methods are available to bound the norm of random matrices with independent entries. A more recent line of work studies sums of independent random matrices.
I will present two recent results on the norm of 'non-standard' random matrices, that do not fit in
the above framework. These models arise from applications to statistics and computer science, more
1) Analysis of semidefinite programming hierarchies in combinatorial optimization;
2) Algorithms for sparse covariance estimation in high-dimensional statistics.
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