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  1. Edgar Dobriban – Department of Statistics and Data …

    网页Methods for working with large random data matrices, including. Computing eigenvalue distributions of covariance matrices (general Marchenko …

    • 预计阅读时间:9 分钟
    • Sungwoo Jeong | Department of Mathematics - Cornell University

    • Book | Zhenyu Liao's Page - GitHub Pages

      网页Random matrix theory has recently developed a broad spectrum of tools to help understand this new “curse of dimensionality,” to help repair or completely recreate the suboptimal algorithms, and most importantly, to …

    • Joel A. Tropp / Caltech

      网页Joel A. Tropp is Steele Family Professor of Applied & Computational Mathematics at the California Institute of Technology. His research centers on applied mathematics, machine learning, data science, numerical …

    • Horng-Tzer Yau Homepage - Harvard University

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    • Tom Trogdon -- University of Washington - UW Faculty Web Server

    • Topics in Random Matrix Theory - Tsinghua University

    • A First Course in Random Matrix Theory - Cambridge …

      网页Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables.

    • Random Matrix Theory and Its Applications

      网页This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.