Organized by
Department of Mathematics
Statistics Research and Consultancy Centre

High-Dimensional Statistical Inference:
From Vectors to Matrices

Professor T. Tony Cai

Dorothy Silberberg Professor and Professor of Statistics
The Wharton School
University of Pennsylvania


Date: 12 January 2012 (Thursday)

3:00pm - 4:00 pm (Preceded by Reception at 2:30 pm)


SCT909, Cha Chi-ming Science Tower,
Ho Sin Hang Campus, Hong Kong Baptist University



Driven by a wide range of applications, high-dimensional statistical inference has seen significant developments over the last few years. These and other related problems have also attracted much interest in a number of fields including applied mathematics, engineering, and statistics. In this talk I will discuss some recent advances on several problems in high-dimensional inference including compressed sensing, low-rank matrix recovery, and estimation of large covariance matrices. The connections as well as differences among these problems will be also discussed.



All are welcome