Monday Analysis Seminar: Random matrices and Bayesian statistics
 Date

201787 16:45 
201787 18:00
 Place
 Faculty of Science Building #3 Room 210

Speaker/Organizer
 Tomohiro Hayase (University of Tokyo)

 Sometimes random matrices appear in the analysis of statistical models. Large random matrices have nice properties; their asymptotic eigenvalue distributions are deterministic, and their traces are asymptotically normally distributed. We introduce some of their applications to (Bayesian) statistical estimations.
The third lecture on August 7.
Monday Analysis Seminar