Joint Dept. of Mathematics and CMSA Random Matrix & Probability Theory Seminar: Householder Dice: A Matrix-Free Algorithm for Simulating Dynamics on Random Matrices
RANDOM MATRIXApril 7, 2021 2:00 pm
In many problems in statistical learning, random matrix theory, and statistical physics, one needs to simulate dynamics on random matrix ensembles. A classical example is to use iterative methods to...