Update (August 14): The lecture notes of the course on “High-Dimensional Analysis: Random Matrices and Machine Learning” are now available.

My activity on this blog has been quite low for a while, so it might be good to give a life sign and let you know that I still intend to keep the blog running, and hopefully be more active again in the future.

Lately, I have become interested in machine learning, mostly from the point of view of random matrices and free probability. I am trying to get some ideas what is going on there on a mathematical and conceptual level – mostly from the perspective that neural networks should give some inspirations for interesting questions on and extensions of random matrix and free probability theory.

The best way to learn a subject is to teach it, and that’s what I did. I just finished here in Saarbrücken a lecture series on “High-Dimensional Analysis: Random Matrices and Machine Learning”. I have created a blog page concerning this course; the lectures were recorded and will bit by bit be uploaded to the corresponding youtube playlist.

I hope to have more to say here on those topics in the (hopefully not too far) future. I know that quite a few people from our community have also some interest (maybe even already some work) in this direction. Guest blogs on such topics are highly welcome!