Random matrices from high-dimensional optimization
Homework 0;
Homework 1;
Homework 2;
Homework 3;
Homework 4;
Homework 5;
Potential theory for random matrices
Lecture 1: Frostman’s theorem; Homework 1;
Lecture 2: Schiffer variations; Homework 2;
Lecture 3: de La Vallée Poussin theorem; Homework 3;
Lecture 4: Vector equilibrium problems; Homework 4;
Randomized sketching in mathematical data science
Canonical correlation analysis
Homework 1; Lecture 1: introduction;
Homework 2; Lecture 2: iid setting;;
Homework 3; Lecture 3: limits of Jacobi ensemble;
Homework 4; Lecture 4: signal plus noise;
Homework 5; Lecture 5: cointegration;