June 20-21-22, 2011

Random matrices - Stochastic geometry - Compressed sensing

This Spring-Summer School will consists in series of accessible lectures
(9 hours in total for each speaker) on **random matrices, stochastic geometry and compressed sensing**.

- Jared Tanner (U. Edinburgh, UK)

**Stochastic Geometry and Random Matrix Theory in Compressed Sensing**

*Stochastic geometry and random matrix theory can be used to model and analyse the efficacy of a new paradigm in signal processing, compressed sensing. This new perspective shows that if a signal is sufficiently simple, it can be acquired at a rate proportional to its information content rather than the worst case rate dictated by a larger ambient space containing it. These lectures will show how this phenomenon can be modelled using stochastic geometry, and will also show how standard eigen-analysis in random matrix theory can give similar results.*

**[Lecture slides in PDF (warning: huge file)]** - Roman Vershynin
(U. Michigan, USA)

**Introduction to the non-asymptotic analysis of random matrices***This is a mini-course on basic non-asymptotic methods and concepts in random matrix theory. We will develop several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of these methods sprung off from the development of geometric functional analysis in the 1970-2000's. They have applications in several fields, most notably in theoretical computer science, statistics and signal processing. Two applications will be discussed: for the problem of estimating covariance matrices in statistics, and for validating probabilistic constructions of measurement matrices in compressed sensing.*

**[Lecture notes in PDF and the survey arXiv:1011.3027]**

This school is addressed to non-specialists: participation of postdocs and PhD students is strongly encouraged.

There is no registration fee. Accommodation and meals are not provided.
Registration is mandatory. The number of participants is limited.
**Registration is over**.

- Institut Henri Poincaré June 20-22, 2011. Amphi Darboux 9:30-18:00.
- Continental breakfast (buffet) will be available at 8:45 in the IHP hall.
- List of participants and poster
- Restaurants in the neighborhood for lunches (not provided by the organization)
- Social dinner on Monday 20 evening (at 19:30)

Restaurant*Au Moulin vert, 34bis rue des Plantes, 75014, Paris*

Métro station Alésia (line 4) GoogleMaps.

Schedule | M20 | T21 | W22 |
---|---|---|---|

09:30-10:30 | RV | RV | RV |

11:00-13:00 | RV | RV | RV |

14:30-15:30 | JT | JT | JT |

16:00-18:00 | JT | JT | JT |

D. Chafaï & A. Pajor (U. Paris-Est Marne-la-Vallée), A. Tsybakov (U. Pierre et Marie Curie Paris VI & CREST)

Assistant:

Christiane Lafargue

Phone: +33(0)1.60.95.75.20

Fax: +33(0)1.60.95.75.45

christiane.lafargue@univ-mlv.fr

- Université Paris-Est Marne-la-Vallée
- Institut Henri Poincaré
- Projet ANR GranMa (Grandes Matrices Aléatoires ANR-08-BLAN-0311-01)