Courses:

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Mid-term Project

You will be asked to read a paper on a topic of interest to you that involves random matrix theory and present it via some mixture of the following perspectives:

• Write a description of greater clarity than the original publication, or
  
• Devise an improved solution to the problem under consideration, and write up your improvement (with appropriate discussion of the original solution).
  
• Implement the result in MATLAB® in order to study its performance in practice when the random matrices are finite. Considerations include choice of random matrix result, design of good tests, interpretation of results, and design and analysis of heuristics for improving performance in practice.

Semester Project

The semester project can be an extension of the mid-term project if it sustains your interest. Otherwise, you will be asked to come up with some insights into a random matrix problem that is of interest to you.

Ideally, the topic you choose will be motivated by a computational problem you need to solve in your research. If the project is large, it may be tackled by a group. Otherwise, feel free to ask us for suggestions and ideas. Our goal is that you are able to get your hands wet trying to solve a problem while using computational and analytical tools that you’ve learned about.

In the past, a student's whole PhD thesis came out of such an exploration. While that might be the exception and rather than the norm we hope we can instil a sense of adventure in you to tackle an interesting random matrix problem and to, hopefully, help you get some useful results out of it.