Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Workshop

Angelika Rohde

Bootstrapping linear spectral statistics of high-dimensional
covariance matrices

Stanislav Minsker

Moment inequalities for matrix-valued U-statistics of order 2

Radosław Adamczak

The Hanson-Wright inequality in Banach spaces

Sean O'Rourke

Eigenvalues and eigenspaces under random perturbation

Alexander Meister

Nonparametric estimation of the ability density
in the mixed-effect Rasch model

Boaz Nadler

Robust sparse covariance estimation
for elliptical data by thresholding Tyler's M-estimator

Workshop Dinner (Via Nova 2, Universitätsstraße 2, 10117 Berlin)

Mikhail Belkin

Modern machine learning and kernel machines

Holger Kösters

Sample Eigenstructure: A Random Matrix Perspective

Victor Panaretos

Procrustes metrics and optimal transport
of covariance operators

Francis Bach

Statistical optimality of stochastic gradient descent on
hard learning problems through multiple passes

Matthias Löffler

Linear functionals in PCA and spectral clustering

Sjoerd Dirksen

Random hyperplane tessellations and robust
one-bit compressed sensing

Thomas Mikosch

Extreme value theory for the entries
of the sample covariance matrix

Buffet