Large Deviations of Random Projections of High-dimensional Measures

Seminar | February 13 | 3-4 p.m. | 1011 Evans Hall

 Kavita Ramanan, Brown University

 Department of Statistics

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 been well studied over the past decade, we describe more recent work on both annealed and quenched large deviations principles and associated conditional limit theorems for multidimensional projections. This talk is based on joint works with

Nina Gantert, Steven Kim and Yin-Ting Liao.

 CA, sganguly@berkeley.edu