Electrical Engineering Systems Seminar
Random matrix theory and the informational limit of eigen-analysis
Applications in mind are as diverse as radar, sonar, wireless communications, spectral clustering, bio-informatics and Gaussian mixture cluster analysis in machine learning. We provide an application-independent approach that brings into sharp focus a fundamental informational limit of high-dimensional eigen-analysis. Continuing on this success, we highlight the random matrix origin of this informational limit, the connection with "free" harmonic analysis and discuss implications for high-dimensional statistical signal processing and learning.
Contact: Shirley Slattery at 626-395-4715 email@example.com