From Critical Signal Detection to Reflected Brownian Motions

Add to your list(s) Download to your calendar using vCal

• Pierre Yves Gaudreau lamarre (Syracuse University)
• Wednesday 07 August 2024, 09:00-10:00
• External.

If you have a question about this talk, please contact nobody.

SSDW02 - Stochastic reflection

In this talk, we will discuss how a remarkable connection between signal detection problems and intersections of reflected Brownian motions leads to new insights and interesting open problems regarding the detection of critical signals; that is, signals that are right at the threshold of detectability using classical methods. We will begin by reviewing the basics of the signal detection problem in the simple case of the spiked GOE model. Then, we will explain the connection between the critical signal detection problem and reflected Brownian motion. Finally, we will discuss new results and open problems that stem from this connection. Some of the results that will be discussed in this talk were obtained in collaboration with various permutations of Promit Ghosal, Wilson Li, Yuchen Liao, and Mykhaylo Shkolnikov.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• External
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• bld31

Note that ex-directory lists are not shown.