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mega:e-rmta-2020 [2020/05/24 08:09] – Modifiée depuis ce formulaire : mega:e-rmta-2020 193.48.71.53 | mega:e-rmta-2020 [2020/06/01 09:15] (Version actuelle) – Djalil CHAFAI | ||
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This online conference is an electronic replacement of the conventional face-to-face onsite conference | This online conference is an electronic replacement of the conventional face-to-face onsite conference | ||
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===== Speakers ===== | ===== Speakers ===== | ||
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* **Tuesday** May 26 | * **Tuesday** May 26 | ||
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* **Wednesday** May 27 | * **Wednesday** May 27 | ||
* No talk | * No talk | ||
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===== Practical details ===== | ===== Practical details ===== | ||
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* The reference time is **NY local time** | * The reference time is **NY local time** | ||
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Let X be a rectangular matrix of size n x m and Y be the random matrix where each entry of X is multiplied by an independent 0-1 Bernoulli random variable with parameter 1/2. In many practical settings, the spectrum of the matrix Y(X-Y)* conveys more relevant information on the structure of X than the spectrum of XX* used in principal component analysis. We illustrate this striking phenomenon on the matrix completion problem where the matrix X is equal to a matrix T on a random subset of entries of size dn and all other entries of X are equal to zero. In the regime where the ratio n/m is of order 1 and provided that a usual incoherence assumption holds for the matrix T, we show that the eigenvalues of Y(X-Y)* with modulus greater than an explicit threshold are asymptotically equal to the eigenvalues of TT* greater than this threshold, and the associated eigenvectors are aligned. It notably holds in a very sparse regime where d is of order 1. This breaks the theoretical-information limit d of order log n for recovery well-known in the literature. | Let X be a rectangular matrix of size n x m and Y be the random matrix where each entry of X is multiplied by an independent 0-1 Bernoulli random variable with parameter 1/2. In many practical settings, the spectrum of the matrix Y(X-Y)* conveys more relevant information on the structure of X than the spectrum of XX* used in principal component analysis. We illustrate this striking phenomenon on the matrix completion problem where the matrix X is equal to a matrix T on a random subset of entries of size dn and all other entries of X are equal to zero. In the regime where the ratio n/m is of order 1 and provided that a usual incoherence assumption holds for the matrix T, we show that the eigenvalues of Y(X-Y)* with modulus greater than an explicit threshold are asymptotically equal to the eigenvalues of TT* greater than this threshold, and the associated eigenvectors are aligned. It notably holds in a very sparse regime where d is of order 1. This breaks the theoretical-information limit d of order log n for recovery well-known in the literature. | ||
We also define an improved version of this asymmetric principal component analysis which allows to remove the Bernoulli random variables and improve by a | We also define an improved version of this asymmetric principal component analysis which allows to remove the Bernoulli random variables and improve by a | ||
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===== Registration ===== | ===== Registration ===== | ||
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+ | Registration is over. | ||
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Please register before May 22 to get access to the conference. | Please register before May 22 to get access to the conference. | ||
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| Swiech, Artur | artur.swiech@gmail.com | Researcher in financial industry | Optiver | | | Swiech, Artur | artur.swiech@gmail.com | Researcher in financial industry | Optiver | | ||
| Coghi, Francesco | f.coghi@qmul.ac.uk | Phd student | Queen Mary, University of London | | Coghi, Francesco | f.coghi@qmul.ac.uk | Phd student | Queen Mary, University of London | ||
- | | Yizhe, Zhu | yiz084@ucsd.edu | student | University of California, San Diego | | ||
| Yizhe, Zhu | yiz084@ucsd.edu | student | University of California, San Diego | | | Yizhe, Zhu | yiz084@ucsd.edu | student | University of California, San Diego | | ||
| Mody, Krishnan | km2718@nyu.edu | Ph.D. Student | Courant, NYU | | | Mody, Krishnan | km2718@nyu.edu | Ph.D. Student | Courant, NYU | | ||
| Farid, Asma | a.farid@qmul.ac.uk | PhD student | Queen Mary University of London | | | Farid, Asma | a.farid@qmul.ac.uk | PhD student | Queen Mary University of London | | ||
| Borodin, Alexei | borodin@math.mit.edu | faculty | MIT | | | Borodin, Alexei | borodin@math.mit.edu | faculty | MIT | | ||
- | | Yang, Wei | weiyang607@gmail.com | Student | SUNY Binghamton | | ||
| Ho, Ching Wei | cwho@iu.edu | postdoc | Indiana University Bloomington | | | Ho, Ching Wei | cwho@iu.edu | postdoc | Indiana University Bloomington | | ||
| Yang, Wei | wyang35@binghamton.edu | Student | SUNY Binghamton | | | Yang, Wei | wyang35@binghamton.edu | Student | SUNY Binghamton | | ||
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| Liao, Zhenyu | zhenyu.liao@berkeley.edu | Postdoc | University of California, Berkeley | | | Liao, Zhenyu | zhenyu.liao@berkeley.edu | Postdoc | University of California, Berkeley | | ||
| Zarrouk, Tayeb | tayeb.zarrouk@gipsa-lab.grenoble-inp.fr | Student | GIPSA-lab, Université Grenoble-Alpes | | | Zarrouk, Tayeb | tayeb.zarrouk@gipsa-lab.grenoble-inp.fr | Student | GIPSA-lab, Université Grenoble-Alpes | | ||
- | | Minakov, Alexander | alexanderasalex@gmail.com | postdoc | UCLouvain | | ||
| Minakov, Alexander | alexanderasalex@gmail.com | postdoc | UCLouvain | | | Minakov, Alexander | alexanderasalex@gmail.com | postdoc | UCLouvain | | ||
| Li, Yun | li724@wisc.edu | graduate student | University of Wisconsin-Madison | | | Li, Yun | li724@wisc.edu | graduate student | University of Wisconsin-Madison | | ||
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| Chavali, Vaibhav | vchavali@gmu.edu | PhD student | George Mason University | | | Chavali, Vaibhav | vchavali@gmu.edu | PhD student | George Mason University | | ||
| Wage, Kathleen | kwage@gmu.edu | Associate Professor | George Mason University | | | Wage, Kathleen | kwage@gmu.edu | Associate Professor | George Mason University | | ||
- | | Mergny, Pierre | Mergny.pierre@gmail.com | Student | ||
- | | Mergny, Pierre | Mergny.pierre@gmail.com | Student | ||
- | | Mergny, Pierre | Mergny.pierre@gmail.com | Student | ||
- | | Mergny, Pierre | Mergny.pierre@gmail.com | Student | ||
| Mergny, Pierre | Mergny.pierre@gmail.com | Student | | Mergny, Pierre | Mergny.pierre@gmail.com | Student | ||
| Collins, Benoit | collins@math.kyoto-u.ac.jp | academic | Kyoto University | | | Collins, Benoit | collins@math.kyoto-u.ac.jp | academic | Kyoto University | | ||
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| Maltsev, Anna | annavmaltsev@gmail.com | academic | Queen Mary University of London | | | Maltsev, Anna | annavmaltsev@gmail.com | academic | Queen Mary University of London | | ||
| Yabuoku, Satoshi | aasa1956@chiba-u.jp | student | Chiba University | | | Yabuoku, Satoshi | aasa1956@chiba-u.jp | student | Chiba University | | ||
- | | Guo, Jiongji | jjguo555@gmail.com | student | HKUST | | ||
| Guo, Jiongji | jjguo555@gmail.com | student | HKUST | | | Guo, Jiongji | jjguo555@gmail.com | student | HKUST | | ||
| Hughes, Christopher | christopher.hughes@york.ac.uk | academic | University of York | | | Hughes, Christopher | christopher.hughes@york.ac.uk | academic | University of York | | ||
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| Gross, Leonard | gross@math.cornell.edu | Professor | Cornell Univeersity | | | Gross, Leonard | gross@math.cornell.edu | Professor | Cornell Univeersity | | ||
| Park, Jaewhi | jebi1991@kaist.ac.kr | Student | KAIST | | | Park, Jaewhi | jebi1991@kaist.ac.kr | Student | KAIST | | ||
- | | Ji Hyung, Jung | jhjung66@kaist.ac.kr | Student | KAIST | | ||
| Ji, Hong Chang | hcji@kaist.ac.kr | student | Korea Advanced Institute of Science and Technology | | | Ji, Hong Chang | hcji@kaist.ac.kr | student | Korea Advanced Institute of Science and Technology | | ||
| Jung, Ji Hyung | jhjung66@kaist.ac.kr | Student | KAIST | | | Jung, Ji Hyung | jhjung66@kaist.ac.kr | Student | KAIST | | ||
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| Barucca, Paolo | p.barucca@ucl.ac.uk | academic | UCL | | | Barucca, Paolo | p.barucca@ucl.ac.uk | academic | UCL | | ||
| Di Nardo, Elvira | elvira.dinardo@unito.it | Academic | University of Turin, Italy | | | Di Nardo, Elvira | elvira.dinardo@unito.it | Academic | University of Turin, Italy | | ||
- | | Diaz-Santos, | + | | Diaz-Santos, |
| Guenzani, Roberto | roberto.guenzani@uninsubria.it | Teaching Assistent | Insubria University | | | Guenzani, Roberto | roberto.guenzani@uninsubria.it | Teaching Assistent | Insubria University | | ||
| Marinucci, Domenico | marinucc@mat.uniroma2.it | academic | Department of Mathematics, | | Marinucci, Domenico | marinucc@mat.uniroma2.it | academic | Department of Mathematics, | ||
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| Buijsman, Wouter | w.buijsman@uva.nl | student | University of Amsterdam | | | Buijsman, Wouter | w.buijsman@uva.nl | student | University of Amsterdam | | ||
| Gritsev, Vladimir | v.gritsev@uva.nl | professor | University of Amsterdam | | | Gritsev, Vladimir | v.gritsev@uva.nl | professor | University of Amsterdam | | ||
- | | Vleeshouwers, | ||
| Vleeshouwers, | | Vleeshouwers, | ||
| Valko, Benedek | valko@math.wisc.edu | professor | UW-Madison | | | Valko, Benedek | valko@math.wisc.edu | professor | UW-Madison | | ||
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| Vinet, Stephane | stephane.vinet@umontreal.ca | student | Université de Montréal | | | Vinet, Stephane | stephane.vinet@umontreal.ca | student | Université de Montréal | | ||
| Piccioni, Mauro | mauro.piccioni@uniroma1.it | Academic | Sapienza Università di Roma | | | Piccioni, Mauro | mauro.piccioni@uniroma1.it | Academic | Sapienza Università di Roma | | ||
+ | | Magaldi, Hugo | magaldi@ceremade.dauphine.fr | phd student | Paris-Dauphine - PSL | | ||
+ | | Jonnadula, Bhargavi | bhargavi.jonnadula@bristol.ac.uk | Student | University of Bristol | | ||
+ | | Matsuda, Junichiro | j.matsuda@math.kyoto-u.ac.jp | student | Kyoto University | | ||
+ | | Li, Zhaoyuan | lizhaoyuan@cuhk.edu.cn | academic | The Chinese University of Hong Kong, Shenzhen | | ||
+ | | Hou, Zhiqiang | houzq399@163.com | student | Northeast Normal University | | ||
+ | | Hu, Jiang | huj156@nenu.edu.cn | academic | Northeast Normal University | | ||
+ | | nie, adam | adam.nie@anu.edu.au | student | RSFAS, CBE, Australian national university | | ||
+ | | Katori, Makoto | katori@phys.chuo-u.ac.jp | Professor | Chuo University | | ||
+ | | Biane, Philippe | biane@univ-mlv.fr | researcher | CNRS | | ||
+ | | Jani, Virtanen | ||
+ | | Shirai, Tomoyuki | shirai@imi.kyushu-u.ac.jp | academic | Kyushu University | | ||
+ | | Osada, Shota | s-osada@math.kyushu-u.ac.jp | postdoc | Kyushu university | | ||
+ | | Noda, Kohei | noda.kohei.721@s.kyushu-u.ac.jp | student | Kyushu University | | ||
+ | | Zhang, Zhixiang | S160011@e.ntu.edu.sg | Student | Nanyang Technological University | | ||
+ | | Liu, Baisen | bsliu2014@dufe.edu.cn | academic | Dongbei University of Finance and Economics | | ||
+ | | Erdos, Laszlo | lerdos@ist.ac.at | professor | IST Austria | | ||
+ | | Xue, Boqing | boqing_xue@hotmail.com | academic | ShanghaiTech University | | ||
+ | | Lionni, Luca | luca.lionni@ru.nl | postdoc | IMAPP, Radboud University | | ||
+ | | Pham, Tuan | pham0310@umn.edu | Student | University of Minnesota | | ||
+ | | Bhattacharya, | ||
+ | | Xue, Boqing | xuebq@shanghaitech.edu.cn | academic | ShanghaiTech University | | ||
+ | | Trinh, Khanh Duy | trinh@aoni.waseda.jp | Associate Professor | Waseda University | | ||
+ | | Caputo, Pietro | pietro.caputo@uniroma3.it | academic | Roma Tre University | | ||
+ | | Tsiares, Ioannis | ioannis.tsiares@mail.mcgill.ca | grad student | McGill Unviersity | | ||
+ | | Baillard, Valentin | valentin.baillard@math.u-psud.fr | PhD student | Université Paris Sud | | ||
+ | | Leblé, Thomas | thomasleble@gmail.com | Academic | Université de Paris | | ||
+ | | Tang, Chen | chen.tang@anu.edu.au | Student | The Australian National University | | ||
+ | | Maciej, Nowak | maciej.a.nowak@uj.edu.pl | Professor | Jagiellonian University | | ||
+ | | Yang, Fan | yangfan9502@sjtu.edu.cn | student | Shanghai Jiaotong University | | ||
+ | | Xing, HE | hexing_hx@126.com | Academic | Shanghai Jiao Tong University | | ||
+ | | Xin, Shi | dugushixin@sjtu.edu.cn | student | Shanghai Jiao Tong University | | ||
+ | | Wątorek, Marcin | marcin.watorek@ifj.edu.pl | postdoc | Institute of Nuclear Physics Polish Academy of Sciences | | ||
+ | | Simm, Nick | n.j.simm@sussex.ac.uk | Lecturer | University of Sussex | | ||
+ | | Grela, Jacek | jacekgrela@gmail.com | postdoc | Queen Mary University of London | | ||
+ | | Wojtek, Tarnowski | wojc.tarn@gmail.com | student | Jagiellonian University | | ||
+ | | Tsuji, Yuta | tsuji.yuta.73e@st.kyoto-u.ac.jp | student | Kyoto University | | ||
+ | | Serebryakov, | ||
+ | | Dahlqvist, Antoine | a.dahlqvist@sussex.ac.uk | Academic | University of Sussex | | ||
+ | | Koenig, Jake | jakethekoenig@gmail.com | grad student | OSU | | ||
+ | | Schlag, Wilhelm | wilhelm.schlag@yale.edu | faculty | Yale | | ||
+ | | Kim, Yujin | yhk368@nyu.edu | Student | Courant Institute of Mathematical Sciences | | ||
+ | | Nakano, Fumihiko | fumihiko.nakano.e4@tohoku.ac.jp | Professor | Mathematical Institute, Tohoku Univeristy | | ||
+ | | Kemp, Todd | tkemp@ucsd.edu | Professor | UC San Diego | | ||
+ | | Desiraju, Harini | harini.desiraju@sissa.it | student | SISSA | | ||
+ | | Vleeshouwers, | ||
+ | | Mazzuca, Guido | guido.mazzuca@sissa.it | PhD student | SISSA | | ||
+ | | Reeves, Thomas | tr352@cornell.edu | student | Cornell University | | ||
+ | | Prado, Sandra | sandra.prado@ufrgs.br | Academic | Universidade Federal do Rio Grande do Sul (Brazil) | | ||
+ | | Najnudel, Joseph | joseph.najnudel@bristol.ac.uk | Reader | ||
+ | | Tarnowski, Wojciech | wojc.tarn@gmail.com | PhD student | Jagiellonian University in Kraków | | ||
+ | | Sengupta, Ambar | ambar.sengupta@uconn.edu | Professor | University of Connecticut | | ||
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=====Registered participants===== | =====Registered participants===== | ||
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