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Probability Seminar presents "A central limit theorem for tensor powers"

Topic: 
A central limit theorem for tensor powers
Monday, January 11, 2021 - 11:00am
Speaker: 
Dan Mikulincer (Weizmann Institute)
Abstract / Description: 

We introduce the Wishart tensor as the p-th tensor power of a given random vector X in R^n. This is inspired by the classical Wishart matrix, obtained when p=2. Sums of independent Wishart tensors appear naturally when studying random geometric graphs as well as universality phenomena in large neural networks and we will discuss possible connections and recent results.

The main focus of the talk will be quantitative estimates for the central limit theorem of Wishart tensors. In this setting, we will explain how Stein's method may be used to exploit the low dimensional structure which is inherent to tensor powers. Specifically, it will be shown that, under appropriate regularity assumptions, a sum of independent Wishart tensors is close to a Gaussian tensor as soon as n^(2p-1)<<d. Here, n is the dimension of the random vector and d is the number of independent copies.


The Probability Seminars for Winter Quarter will be held online via Zoom at 11am on Mondays. Please note that these events will be locked by the Host after ten minutes, so latecomers will not be able to join the Meeting. Subscribe to our distribution list to receive Meeting IDs and passwords via email.