Mini-course: High dimensional geometry and Data analysis. VIASM: 14-18/7/2014

Mini-course: High dimensional geometry and Data analysis

Time: 9:30 – 10:30, 5 lectures from from Monday 14 to Friday 18 July.

Location: VIASM Lecture Hall C2.

Lecturer: Prof. Vu Ha Van (Yale University)


Big Data has been a main focus of science in the last ten years, and will be in the next several decades.

Data is usually given in a (huge) matrix form. (For instance, a 1GB digital picture is a matrix with one billion entries). The problem is to process and obtain information from these huge and often noisy matrices. Quickly and Accurately! This leads to a vast collection of new mathematical challenges.

In these lectures, we aim to cover some of the key mathematical tools that appear very useful in data analysis. These include both classical and new results in high dimensional geometry, random matrix theory, functional analysis, and probability. Most of these results are of independent interest, and in fact have been studied for a long time for entirely different, more theoretical, purposes.

We are going to discuss several applications, the main one will be the community detection problem. How to partition a large group of people into smaller communities such that people in the same community behave roughly the same way.

This is also my personal answer to the popular question: How useful is modern mathematics?


Deadline for registration: 10/7/2014.


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