Seminar series
Date
Mon, 29 Apr 2019
Time
15:45 -
16:45
Location
L3
Speaker
JEAN-CHRISTOPHE MOURRAT
Organisation
ENS FRANCE
We observe a noisy version of a large rank-one matrix. Depending on the strength of the noise, can we recover non-trivial information on the matrix? This problem, interesting on its own, will be motivated by its link with a "spin glass" model, which is a model of statistical mechanics where a large number of variables interact with one another, with random interactions that can be positive or negative. The resolution of the initial question will involve a Hamilton-Jacobi equation