报告题目： High dimensional PCA and unbounded Spikes
This talk is about spiked covariance matrix models. The asymptotic behaviour of the sample Spikes and sample eigenvectors will be investigated.
Pan Guangming is currently an associ- ate Professor at Nanyang Technology University, Singapore. He obtained PhD from University of Science and technology of China in 2005 and joined Nanyang Technology of China in 2008. His main research interests incl-ude random matrix theory, high dimensional statistics inference, change point.