For five decades, mathematicians have exploited the beauties of random matrix theory (RMT) in the hope of discovering principles which govern complex ecosystems. While RMT lies at the heart of the ideas, their translation toward biological reality requires some heavy lifting: dynamical systems theory, statistics, and large-scale computations are involved, and any predictions should be challenged with empirical data. This can become very awkward.

In addition to a morose journey through some of my personal failures to make RMT meet reality, I will try to sketch out some more constructive future perspectives. In particular, new methods for microbial community composition, dynamics and evolution might allow us to apply RMT ideas to the treatment of cystic fibrosis. In addition, in fisheries I will argue that sometimes the very absence of an empirical dataset can add to the practical value of models as tools to influence policy.

This is joint work with Paul Bourgade and Benjamin McKenna (Courant Institute, NYU).

The elastic manifold is a paradigmatic representative of the class of disordered elastic systems. These models describe random surfaces with rugged shapes resulting from a competition between random spatial impurities (preferring disordered configurations), on the one hand, and elastic self-interactions (preferring ordered configurations), on the other. The elastic manifold model is interesting because it displays a depinning phase transition and has a long history as a testing ground for new approaches in statistical physics of disordered media, for example for fixed dimension by Fisher (1986) using functional renormalization group methods, and in the high-dimensional limit by Mézard and Parisi (1992) using the replica method. 

We study the topology of the energy landscape of this model in the Mézard-Parisi setting, and compute the (annealed) topological complexity both of total critical points and of local minima. Our main result confirms the recent formulas by Fyodorov and Le Doussal (2020) and allows to identify the boundary between simple and glassy phases. The core argument relies on the analysis of the asymptotic behavior of large random determinants in the exponential scale.

There has been a lot of interest in recent years in understanding the multifractality of characteristic polynomials of random matrices. In this talk I shall consider the study of moments of moments from the probabilistic perspective of Gaussian multiplicative chaos, and in particular establish exact asymptotics for the so-called critical-subcritical regime in the context of large Haar-distributed unitary matrices. This is based on a joint work with Jon Keating.

In recent years important progress has been made in the understanding of random tilings of large Aztec diamonds with doubly periodic weights. Due to the double periodicity a new phase appears that  has not been observed in tiling models with uniform weights. One of the challenges is to find expressions of for the correlation functions that are amenable for asymptotic studies. In the case of the uniform weight the model is an example of a Schur process and, consequently,  such expressions for the correlation functions are known and well-studied in that case. In a joint work with Tomas Berggren we studied a more  general  integrable structure that includes certain doubly periodic weightings planar domains, such as the Aztec diamond.  A key feature is a dynamical system hiding in the background. In case of a periodic orbit, explicit double integrals for the correlation function can be found, paving the way for an asymptotic study using saddle point methods.

In 1972 Robert May argued that (generic) complex systems become unstable to small displacements from equilibria as the system complexity increases. His analytical model and outlook was linear. I will talk about a “minimal” non-linear extension of May’s model – a nonlinear autonomous system of N ≫ 1 degrees of freedom randomly coupled by both relaxational (’gradient’) and non-relaxational (’solenoidal’) random interactions. With the increasing interaction strength such systems undergo an abrupt transition from a trivial phase portrait with a single stable equilibrium into a topologically non-trivial regime where equilibria are on average exponentially abundant, but typically all of them are unstable, unless the dynamics is purely gradient. When the interaction strength increases even further the stable equilibria eventually become on average exponentially abundant unless the interaction is purely solenoidal. One can investigate these transitions with the help of the Kac-Rice formula for counting zeros of random functions and theory of random matrices applied to the real elliptic ensemble with some of the mathematical problems remaining open. This talk is based on collaborative work with Gerard Ben Arous and Yan Fyodorov.

A group of projection based approaches for solving large-scale linear systems is known for its speed and simplicity. For example, Kaczmarz algorithm iteratively projects the previous approximation x_k onto the solution spaces of the next equation in the system. An elegant proof of the exponential convergence of this method, using correct randomization of the process, was given in 2009 by Strohmer and Vershynin, and succeeded by many extensions and generalizations. I will discuss our newly developed variants of these methods that successfully avoid large and potentially adversarial corruptions in the linear system. I specifically focus on the random matrix and high-dimensional probability results that play a crucial role in proving convergence of such methods. Based on the joint work with Jamie Haddock, Deanna Needell, and Will Swartworth.

I will discuss how  polynomials with a non-hermitian orthogonality on a contour in the complex plane arise in certain random tiling problems. In the case of periodic weightings the orthogonality is matrixvalued.

In work with Maurice Duits (KTH Stockholm) the Riemann-Hilbert problem for matrix valued orthogonal polynomials was used to obtain asymptotics for domino tilings of the two-periodic Aztec diamond. This model is remarkable since it gives rise to a gaseous phase, in addition to the more common solid and liquid phases.

In recent years, topological and geometric data analysis (TGDA) has emerged as a new and promising field for processing, analyzing and understanding complex data. Indeed, geometry and topology form natural platforms for data analysis, with geometry describing the ''shape'' behind data; and topology characterizing / summarizing both the domain where data are sampled from, as well as functions and maps associated with them. In this talk, I will show how topological (and geometric ideas) can be used to analyze graph data, which occurs ubiquitously across science and engineering. Graphs could be geometric in nature, such as road networks in GIS, or relational and abstract. I will particularly focus on the reconstruction of hidden geometric graphs from noisy data, as well as graph matching and classification. I will discuss the motivating applications, algorithm development, and theoretical guarantees for these methods. Through these topics, I aim to illustrate the important role that topological and geometric ideas can play in data analysis.