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SUMMARY:Asad Lodhia (University of Michigan)
DTSTART:20200716T143000Z
DTEND:20200716T153000Z
DTSTAMP:20260423T021218Z
UID:JIPS/1
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/JIPS/1/">Mat
 rix Means and a Novel High-dimensional Shrinkage Phenomenon</a>\nby Asad L
 odhia (University of Michigan) as part of Junior Integrable Probability Se
 minar\n\n\nAbstract\nWe analyze the impact on covariance estimation of tak
 ing a Harmonic mean as opposed to an arithmetic mean of a collection of Wi
 shart Random Matrices in high dimensions. We see that the Harmonic mean im
 proves on the operator norm estimation but curiously does not improve eige
 nvector recovery as suggested by the Davis-Kahan Inequality. Based on join
 t work with E. Levina and K. Levin\n
LOCATION:https://researchseminars.org/talk/JIPS/1/
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