Large Deviations of Random Projections of High-dimensional Measures

Large Deviations of Random Projections of High-dimensional Measures

Probability Seminar
Feb 13, 2019, 03:00 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Kavita Ramanan, Brown University
Properties of random projections of high-dimensional probability measures are of interest in a variety of fields, including asymptotic convex geometry, and high-dimensional statistics and data analysis. A particular question of interest is to identify what properties of the high-dimensional measure are captured by its lower-dimensional projections. While fluctuations of these projections have...