Random matrix theory and high dimensional inference

随机矩阵理论和高维推理

• 批准号: LX0990095
• 负责人: Prof Peter Forrester
• 金额: $ 1.16万
• 依托单位: The University of Melbourne
• 依托单位国家: 澳大利亚
• 项目类别: Linkage - International
• 财政年份: 2009
• 资助国家: 澳大利亚
• 起止时间: 2009-01-01 至 2009-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LX0990095
• 关键词: Random; matrix; theory; dimensional; inference

The topic of high dimensional inference and random matrix theory is one of present international prominence, as evidenced by the number of special programs on this theme of late. This is due both to recent advances in random matrix theory, and the fact that there are applications to areas such as econometrics, meteorology and engineering. With the CI being an expert in random matrix theory, and Professor Bassler an expert in complex systems, another line of applications will be emphasized, and a new axis of international linkage formed.

高维推理和随机矩阵理论的主题是目前的国际知名度之一，这是由于最近的主题的特殊计划数量所证明的。这既是由于随机矩阵理论的最新进展，又是对计量经济学，气象和工程等领域的应用。随着CI是随机矩阵理论的专家，以及Bassler教授是复杂系统的专家，将强调另一种应用程序，并形成了新的国际联系轴。