The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Tomas Masák (Institut de Mathématiques, EPFL Lausanne):
Covariance Estimation for Random Surfaces Beyond Separability
Friday, May 12, 2023, 11:00 am, Room D4.4.008

Abstract: High-dimensional data appear naturally in many applications and are an increasingly active research field. We review recent developments in high-dimensional mean estimation and discuss optimal estimation-procedures in the context of regression and convex stochastic optimisation problems. We then focus on the nonparametric estimation of probability distributions and discuss several results on the interplay between the error measured in Wasserstein distance and the behaviour of extremal singular values of certain random matrices.

We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:
www.wu.ac.at/en/statmath/research/resseminar