Colloquium

Speaker: Subhabrata Sen, Harvard Statistics

Title: Spectral Methods for signal recovery in multi-modal problems

Abstract: Motivated by multi-modal estimation, we will study a multi-view spiked random matrix model in which several noisy matrix observations contain correlated spikes. We will introduce a new spectral method for signal recovery in this setting and characterize the behavior of the top eigenvalue and the associated eigenvector. Our results will identify the sharp threshold for signal recovery in this problem. We will discuss broader implications for multi-modal data analysis.

Based on joint work with Xiaodong Yang and Yue M. Lu.