Tiefeng Jiang, University of Minnesota
3:00 PM - 4:15 PM
We study the distance between Haar-orthogonal matrices and independent normal random variables.The distance is measured by the total variation distance, the Kullback-Leibler distance, the Hellinger distance and the Euclidean distance. They appear different features. Optimal rates are obtained. This is a joint work with Yutao Ma.
Event contact: sevak dot mkrtchyan at rochester dot edu