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STOR Colloquium: Kavita Ramanan, Brown University

November 16, 2020 @ 4:00 pm - 5:15 pm

Kavita Ramanan
Brown University

Large Deviations of Random Projections of

High-dimensional Measures

 

Properties of random projections of high-dimensional probability measures are of interest in a variety of fields, including asymptotic convex geometry, and high-dimensional statistics and data analysis. A particular question of interest is to identify what properties of the high-dimensional measure are captured by its lower-dimensional projections. While fluctuations of these projections have been well studied over the past decade, we describe more recent work on both annealed and quenched large deviations principles for random projections, and their refinements.

This talk is based on joint works with Nina Gantert, Steven Soojin Kim and Yin-Ting Liao.

Details

Date:
November 16, 2020
Time:
4:00 pm - 5:15 pm
Event Category:

Venue

Hanes Hall