rolandspeicher.com - Free Probability Theory | A blog on freeing probability from its commutative chains

Description: A blog on freeing probability from its commutative chains

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My activity on this blog has been quite low for a while, so it might be good to give a life sign and let you know that I still intend to keep the blog running, and hopefully be more active again in the future.

Lately, I have become interested in machine learning, mostly from the point of view of random matrices and free probability. I am trying to get some ideas what is going on there on a mathematical and conceptual level – mostly from the perspective that neural networks should give some inspirations for interesting questions on and extensions of random matrix and free probability theory.

The best way to learn a subject is to teach it, and that’s what I did. I just finished here in Saarbrücken a lecture series on “High-Dimensional Analysis: Random Matrices and Machine Learning”. I have created a blog page concerning this course ; the lectures were recorded and will bit by bit be uploaded to the corresponding youtube playlist .

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