Workshop description
A workshop on random matrix theory, algorithms and applications that focuses on the theory and applications of random matrices. It is unique in the sense the "users" and "producers" of random matrix theory from the entire breadth of science and engineering are being brought together.
Our speakers will speak about the role of random matrices in a variety of areas that include statistical signal processing, machine learning, numerical algorithms, analysis, wireless communications, array processing, computational electromagnetics, uncertainty quantification, optics, and multivariate statistics.
Speakers
Semi-plenary speakers
- Martinsson, Per-Gunnar - UT Austin, USA
- Vershynin, Roman - UC Irvine, USA
Invited speakers
- Bornemann, Folkmar - TU Munich, Germany
- Dumitriu, Ioana - UC San Diego, USA
- Edelman, Alan - MIT, USA
- Garza-Vargas, Jose - Caltech, USA
- Kniezel, Alisa - U. Chicago, USA
- Kuijlaars, Arno - KU Leuven, Belgium
- Rebrova, Elizaveta - Princeton, USA
- Tikhomirov, Konstantin - Georgia Tech, USA
- Trogdon, Tom - U. Washington, USA
- Tropp, Joel - CalTech, USA
- Wang, Ke - Hong Kong University of Science and Technology, Hong Kong
- Youssef, Pierre - NYU Abu Dhabi, UAE
Preliminary program
This schedule is preliminary and could be updated.
Thursday, June 15
| 14:00 ~ 15:00 | Random perturbation of low-rank matrices Ke Wang - The Hong Kong University of Science and Technology, Hong Kong |
| 15:00 ~ 15:30 | Spectral stability under random perturbations Jorge Garza-Vargas - Caltech, United States of America |
| 15:30 ~ 16:00 | Predictability and universality in numerical computation via orthogonal polynomials and local laws Thomas Trogdon - University of Washington, United States |
| 16:30 ~ 17:30 | Random sparse Hamiltonians and quantum advantage Joel Tropp - Caltech, USA |
| 17:30 ~ 18:30 | The Conditional DPP Approach to Random Matrix Distributions Alan Edelman - MIT, United States |
Friday, June 16
| 14:00 ~ 14:30 | TBA Konstantin Tikhomirov - Georgia Tech, USA |
| 14:30 ~ 15:00 | TBA Elizaveta Rebrova - Princeton, USA |
| 15:00 ~ 16:00 | Randomization in computational linear algebra Gunnar Martinsson - University of Texas at Austin, United States of America |
| 16:30 ~ 17:30 | Asymptotic expansions relating to longest increasing subsequences in random permutations and analytic de-Poissonization Folkmar Bornemann - Technische Universität München, Germany |
| 17:30 ~ 18:00 | The Ginibre random matrix ensemble with point insertions: droplets and mother bodies Arno Kuijlaars - Katholieke Universiteit Leuven, Belgium |
| 18:00 ~ 18:30 | Extreme singular values of inhomogeneous, sparse, rectangular random matrices Ioana Dumitriu - University of California, San Diego, USA |
Saturday, June 17
| 14:00 ~ 15:00 | A new weak Szemeredi regularity lemma, and the covariance loss Roman Vershynin - University of California, Irvine, U.S.A. |
| 15:00 ~ 15:30 | TBA Youssef Pierre - NYU Abu Dhabi, UAE |
| 15:30 ~ 16:00 | Equilibrium measures for attractive-repulsive power law interactions Sheehan Olver - Imperial, UK |
Posters
- A random matrix perspective on random tensors
Henrique Goulart - Toulouse INP / IRIT, France - Modified Multivariate Hawkes Process for Brain Temporal Networks
Jaehee Kim - Duksung Women's University, South Korea - Pseudospectral Shattering for Generalized Eigenvalues and Inverse-Free Matrix Pencil Diagonalization
Ryan Schneider - University of California San Diego, United States