Continuous Optimization Seminar - Jimit MajmudarExport this event to calendar

Thursday, March 28, 2019 — 4:00 PM EDT

Title: High-dimensional probability: Bernstein's Inequality

Speaker: Jimit Majmudar
Affiliation: University of waterloo
Room: MC 5417

Abstract:

We will extend our study of concentration inequalities so far to random matrices. We will prove a well-known concentration inequality for sums of independent random matrices called the Matrix Bernstein's Inequality, sometimes also referred to as the Non-commutative Bernstein's Inequality.

Location 
MC - Mathematics & Computer Building
5417
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

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