[Statlist] Next talk: Thursday, June 20, 2013 with Andrew B. Nobel, University of North Carolina at Chapel Hill

[Rey-Lutz Cecilia]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - H.R. Kuensch - M. Maathuis - S. van de Geer - M. Wolf

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We are glad to announce the following talk

Thursday, June 20, 2013 -  15.15h  ETH Zurich HG G 19.1
with Andrew B. Nobel, University of North Carolina at Chapel Hill

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Title:
Large Average Submatrices of a Gaussian Random Matrix: Landscapes and Local Optima

Abstract:
The problem of finding large average submatrices of a real-valued matrix arises in the exploratory analysis of data from a variety of disciplines, ranging from genomics to social sciences. This talk details several new theoretical results concerning the asymptotic behavior of large average submatrices of an nxn Gaussian random matrix. The first result identifies the average and joint distribution of the (globally optimal) kxk submatrix having largest average value. We then turn our attention to submatrices with dominant row and column sums, which arise as the local optima of a useful iterative search procedure for large average submatrices. Paralleling the result for global optima, the second result identifies the average and joint distribution of a typical locally optimal kxk submatrix. The last part of the talk considers the *number* of locally optimal kxk submatrices, L_n(k), beginning with the asymptotic behavior of its mean and variance for fixed k and increasing n. The final result is a Gaussian central limit theorem for L_n(k) that is based on a new variant of Stein's method for normal approximation.

Joint work with Shankar Bhamidi and Partha S. Dey


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This abstract is also to be found under the following link: http://stat.ethz.ch/talks/research_seminar

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