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是当今国际上的重要话题之一，最近关于这一主题的一些特别节目就是明证。这既归功于随机矩阵理论的最新进展，也归功于该理论在计量经济学、气象学和工程学等领域的应用。随着CI成为随机矩阵理论的专家，Bassler教授成为复杂系统的专家，将强调另一条应用路线，并形成一个新的国际联系轴。