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Academic Events

PCA in the largedimension

On the morning of July 18th, Professor Guangming Pan of Nanyang Technological University in Singapore Gao made a report entitled “PCA in the largedimension” at Room 665 of Xingjiang Building. The report was hosted by Professor Xiuqing Zhou and  Some teachers and students such as Prof. Fengchang Xie, Prof. Qibing Gao, Associate Prof. Xiuli Du, Associate Prof. Hui Mi, Associate Prof. Qicai Li and graduate students of Statistics listened to the academic report and participated in the academic seminar after the report.

PCA is an interesting and important topic in modern statistics. Because it is often the case that some population eigenvalues are bigger (or significantly bigger) than the remaining population eigenvalues, the asymptotic properties of the largest spiked eigenvalues is very important in statistical inference. In this talk, Prof. Pan discussed the problem of the spiked eigenvalues of sample covariance matrices under the large dimension, the asymptotic distribution and their applications of the largest spiked eigenvalues and the asymptotic properties of the eigenvectors.

During the reporting process, the participating teachers and students and exchanged and discussed related issues with Prof. Pan. Everyone benefited a lot.