Matrix Estimation Meets Statistical Network Analysis: Extracting low-dimensional structures in high dimension

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Date

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Volume

29

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Oberwolfach reports : OWR

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Zürich : EMS Publ. House

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Abstract

The study of complex relationships among the elements of a large collection of random variables lead to the development of a number of areas in probability and statistics such as probabilistic network analysis or random matrix theory. The aim of the workshop was to address the challenge to develop a coherent mathematical framework within which these areas can be integrated, for a successful analysis of massive and complicated data sets.

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