Spring-Summer School
June 20-21-22, 2011
Random matrices - Stochastic geometry - Compressed sensing
This Spring-Summer School will consists in series of accessible lectures
(9 hours in total for each speaker) on random matrices, stochastic geometry and compressed sensing.
Speakers
- Jared Tanner (U. Edinburgh, UK)
Stochastic Geometry and Random Matrix Theory in Compressed Sensing
Stochastic geometry and random matrix theory can be used to model
and analyse the efficacy of a new paradigm in signal processing,
compressed sensing. This new perspective shows that if a signal is
sufficiently simple, it can be acquired at a rate proportional to its
information content rather than the worst case rate dictated by a
larger ambient space containing it. These lectures will show how this
phenomenon can be modelled using stochastic geometry, and will also
show how standard eigen-analysis in random matrix theory can give
similar results.
[Lecture slides in PDF (warning: huge file)]
- Roman Vershynin
(U. Michigan, USA)
Introduction to the non-asymptotic analysis of random
matrices
This is a mini-course on basic
non-asymptotic methods and concepts in random matrix theory. We will
develop several tools for the analysis of the extreme singular values
of random matrices with independent rows or columns. Many of these
methods sprung off from the development of geometric functional
analysis in the 1970-2000's. They have applications in several fields,
most notably in theoretical computer science, statistics and signal
processing. Two applications will be discussed: for the problem of
estimating covariance matrices in statistics, and for validating
probabilistic constructions of measurement matrices in compressed
sensing.
[Lecture notes in PDF and the survey arXiv:1011.3027]
Audience
This school is addressed to
non-specialists: participation of postdocs and PhD students is
strongly encouraged.
Practical informations
There is no registration fee. Accommodation and meals are not provided.
Registration is mandatory. The number of participants is limited.
Registration is over.
Schedule |
M20 |
T21 |
W22 |
09:30-10:30 |
RV |
RV |
RV |
11:00-13:00 |
RV |
RV |
RV |
14:30-15:30 |
JT |
JT |
JT |
16:00-18:00 |
JT |
JT |
JT |
Organizers
D. Chafaï &
A. Pajor (U. Paris-Est Marne-la-Vallée),
A. Tsybakov (U. Pierre et Marie Curie Paris VI & CREST)
Assistant:
Christiane Lafargue
Phone: +33(0)1.60.95.75.20
Fax: +33(0)1.60.95.75.45
christiane.lafargue@univ-mlv.fr
Sponsors
Related
Webmaster: DC
.