Concentration of measure for nonlinear random matrices

Speaker(s)

Radosław Adamczak

Affiliation

University of Warsaw

Language of the talk

English

Date

Oct. 16, 2025, 12:15 p.m.

Room

room 3160

Title in Polish

Concentration of measure for nonlinear random matrices

Seminar

Seminar of Probability Group

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I will present concentration inequalities for certain models of random matrices related to neural networks. I will discuss their optimality and dependence on the choice of activation functions and the distribution of weights. Next, I will apply them to eigenvalue statistics, in particular showing a deviation inequality for the first Wasserstein distance between the empirical and expected spectral measures of the conjugate kernel of the neural network.

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