MenuEvents for 03/31/2021 from all calendars
Probability Seminar
Time: 2:00PM - 3:00PM
Location: Zoom
Speaker: Jonathan Niles-Weed, Courant Institute of Mathematical Sciences
Title: Matrix concentration for products and the streaming k-PCA problem
Abstract: We develop nonasymptotic concentration bounds for products of independent random matrices. Our bounds exactly match those available for scalar random variables and continue the program, initiated by Ahlswede-Winter, Oliveira, and Tropp, of extending familiar concentration bounds to the noncommutative setting. The argument relies on the optimal uniform smoothness properties of the Schatten trace class. We apply our results to analyze a non-convex stochastic descent algorithm for streaming PCA due to Erkki Oja. Despite its simplicity, this algorithm has resisted optimal analysis outside of the rank-one case.
Graduate Diversity Committee
Time: 4:00PM - 5:00PM
Location: Zoom
Title: Panel: Mentorship for Mathematicians
Abstract: Throughout their time in academia, mathematicians will find themselves in a variety of mentoring relationships. We welcome panelists Rebecca Garcia (Sam Houston State University), Mitch Hamidi (Embry-Riddle Aeronautical University, Prescott), Marissa Kawehi Loving (Georgia Tech), and Anne Shiu (TAMU) to help us gain new insight on how to be both a better mentor and a better mentee.
