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UID:20260413T222146EDT-5791xD5NPi@132.216.98.100
DTSTAMP:20260414T022146Z
DESCRIPTION:Title: Recovering Critical Signals from Edge Fluctuations Using
  SPDEs.\n\nAbstract: In this talk\, we will discuss how a remarkable conne
 ction between stochastic PDEs and signal detection problems in random matr
 ix theory leads to new insights regarding the detection of critical signal
 s. These are signals that are right at the threshold of detectability usin
 g classical methods. We will begin by reviewing the basics of the signal d
 etection problem in the simple case of the spiked GOE model. Then\, we wil
 l explain the connection between the critical signal detection problem and
  SPDEs\, and the new result that can be proved using this connection. Some
  of the results that will be discussed in this talk were obtained in colla
 boration with Promit Ghosal\, Wilson Li\, Yuchen Liao\, and Mykhaylo Shkol
 nikov.\n\n \n
DTSTART:20260326T153000Z
DTEND:20260326T163000Z
LOCATION:Room 920\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue 
 Sherbrooke Ouest
SUMMARY:Pierre Yves Gaudreau Lamarre (Syracuse University)
URL:/mathstat/channels/event/pierre-yves-gaudreau-lama
 rre-syracuse-university-372081
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