本文是随机矩阵理论系列的第六篇文章，讲述了随机矩阵在金融中的运用。 采样协方差矩阵 SVD 金融基础 案例分析 Read more 10 Mar 2017 - less than 1 minute read
David Donoho，著名数学家、统计学家、计算机科学家，邵逸夫(R.R. Shaw)奖得主。在多个领域都有建树，如压缩感知1、流行学习等。培养了很多优秀学者，如E. Candes(2017年度麦克阿瑟天才奖, compressed sensing, matrix completion)、C. Grimes(Hessian eigenmap)、范剑青等。 生平 学术研究 趣事 D. Donoho, Compressed Sensing, IEEE Transactions on Information Theory, 2016 ↩ Read more 01 Mar 2017 - less than 1 minute read
By Karthika Swamy Cohen February 28, 2017 [Karthika Swamy Cohen is the managing editor of SIAM News.] Community detection is a fundamental problem in network and data science. The basic concept of community detection is that any data set can be represented as a network of interacting items, and an important aspect of such networks is to under... Read more 28 Feb 2017 - 11 minute read
本文是随机矩阵理论系列的第五篇文章，讲述了几个在优化中常见的数值算法，并探究给定不同随机矩阵系综，数值算法的停机时间普适性现象。 随机矩阵系综 GOE LOE COE 数值算法 共轭梯度 随机梯度下降 RMSProp AdaGrad Adam AdamMax 遗传算法 停机时间 结果分析 Read more 25 Feb 2017 - less than 1 minute read
David Mumford(芒福德)，Fields奖得主，早年深耕于代数几何领域，作出卓越贡献。后来，带领学生完全转入计算机视觉相关研究，也作出了很大成就。主要利用统计方法，不同于当时的几何方法(代数几何，微分几何)。主要学生有朱松纯等。 Mumford is well known for his pioneering research in geometry, computer vision, and neurobiology. A former recipient of the Fields Medal, the MacArthur Foundation fellowship and the National Medal of Science, Mumford introduce... Read more 01 Feb 2017 - 1 minute read