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SUMMARY:Normal Approximation and Concentration for Functions of Sample Cov
 ariance Operators  - Vladimir Koltchinskii (Georgia Tech)
DTSTART:20161028T150000Z
DTEND:20161028T160000Z
UID:TALK67488@talks.cam.ac.uk
CONTACT:Quentin Berthet
DESCRIPTION:We will discuss several results concerning normal approximatio
 n and concentration properties of functions of sample covariance operators
 \, including\, in particular\, their spectral projection operators\nthat a
 re of crucial importance in principle component analysis. The problem will
  be studied in a dimension-free framework with complexity being characteri
 zed by the so called ``effective rank'' of the true covariance. 
LOCATION:MR12\, Centre for Mathematical Sciences\, Wilberforce Road\, Camb
 ridge.
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