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MIA Talks

Primer: Random matrix theory

March 13, 2019
Neale Lab, Lander Lab, Broad Institute; Analytic and Translational Genetics Unit, Massachusetts General Hospital

High-dimensional data behave in ways that seem to contradict intuitions from low-dimensional geometry and classical statistics, particularly in detecting and recovering low rank signal. Random matrix theory is a branch of mathematics that characterizes such phenomena; I will sketch a few relevant results.