Jiaming Xia University of Pennsylvania)

Title: Hamilton-Jacobi equations for statistical inference problems

Abstract: We present the Hamilton--Jacobi equation approach to a class of high dimensional statistical inference problems. We start by introducing the model of matrix tensor products, the free energy associated with them, and motivation for studying their high-dimensional limit. Then, we sketch the basic setup of the Hamilton--Jacobi equation approach. Lastly, I discuss the application of this approach to models with multiple hidden layers. This is based on joint work with Hong-Bin Chen, and Jean-Christophe Mourrat.

Remote) https://mcgill.zoom.us/j/86314328515?pwd=WnBuci9qNVNST3l1OTZUaVNTRlQ0UT09