Title: Sampling Under Symmetry
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Exponential densities on orbits of Lie groups such as the unitary group are endowed with surprisingly rich mathematical structure and. traditionally, arise in diverse areas of physics, random matrix theory, and statistics.
In this talk, we will discuss the computational properties of such distributions and also present new applications to quantum inference and differential privacy.
This talk will require no background in Lie theory and should be broadly accessible.
Based on joint works with Jonathan Leake and Colin McSwiggen.