Random Matrices and Higher Dimensional Inference

April 10 to April 13, 2007

at the

American Institute of Mathematics, San Jose, California

organized by

Peter Bickel, Christopher Jones, Helene Massam, and Don Richards

Original Announcement

This workshop concerns issues arising in high-dimensional inference that can be served by recent developments in random matrix theory. This follows on from an intensive program held at SAMSI during this past academic year. This workshop at AIM will serve to sum up the program and set an agenda for future research in this area. We intend to have presentations by members of each of working groups from the SAMSI program. Each of these presentations will be followed by a discussion session in which open problems and future directions will be discussed. This will enable us to achieve our goal of, on the one hand, understanding clearly what has been achieved in each sub-area and seeing what interdisciplinary endeavors have been initiated and, on the other, setting an agenda for future work in this area.

Material from the workshop

A list of participants.

The workshop schedule.

A report on the workshop activities.

Papers arising from the workshop:

Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics
by  Peter J. Bickel and Marko Lindner,  Teor. Veroyatn. Primen. 56 (2011), no. 1, 100-122; translation in Theory Probab. Appl. 56 (2012), no. 1, 1-20  MR2848418