Limit theorems for sample eigenvalues in a generalized spiked population model

6 June 2008

Papers citing "Limit theorems for sample eigenvalues in a generalized spiked population model"

38 / 38 papers shown

Title
Statistical Limits in Random Tensors with Multiple Correlated Spikes Yang Qi Alexis Decurninge 80 0 0 05 Mar 2025
Spectral Estimators for Multi-Index Models: Precise Asymptotics and Optimal Weak Recovery Filip Kovačević Yihan Zhang Marco Mondelli 112 3 0 03 Feb 2025
A Pluggable Common Sense-Enhanced Framework for Knowledge Graph Completion Guanglin Niu Bo Li Siling Feng 54 0 0 06 Oct 2024
Double Descent: Understanding Linear Model Estimation of Nonidentifiable Parameters and a Model for Overfitting Ronald Christensen 58 0 0 23 Aug 2024
Understanding Multimodal Contrastive Learning and Incorporating Unpaired Data Ryumei Nakada Halil Ibrahim Gulluk Zhun Deng Wenlong Ji James Zou Linjun Zhang SSL VLM 106 41 0 13 Feb 2023
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 65 7 0 12 Dec 2022
Optimal Eigenvalue Shrinkage in the Semicircle Limit D. Donoho M. J. Feldman 49 5 0 10 Oct 2022
Bayes-optimal limits in structured PCA, and how to reach them Jean Barbier Francesco Camilli Marco Mondelli Manuel Sáenz 64 5 0 03 Oct 2022
The price of ignorance: how much does it cost to forget noise structure in low-rank matrix estimation? Jean Barbier Tianqi Hou Marco Mondelli Manuel Sáenz 104 15 0 20 May 2022
The Power of Contrast for Feature Learning: A Theoretical Analysis Wenlong Ji Zhun Deng Ryumei Nakada James Zou Linjun Zhang SSL 138 53 0 06 Oct 2021
CLT for LSS of sample covariance matrices with unbounded dispersions Liu Zhijun Bai Zhidong Hu Jiang Song Haiyan 48 0 0 18 Jun 2021
Hessian Eigenspectra of More Realistic Nonlinear Models Zhenyu Liao Michael W. Mahoney 97 31 0 02 Mar 2021
Power Iteration for Tensor PCA Jiaoyang Huang Daniel Zhengyu Huang Qing Yang Guang Cheng 74 19 0 26 Dec 2020
Empirical Bayes PCA in high dimensions Xinyi Zhong Chang Su Z. Fan 104 19 0 21 Dec 2020
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model Zeng Li Fang Han Jianfeng Yao 50 20 0 23 Jun 2019
Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices M. Daniele W. Pohlmeier A. Zagidullina 85 8 0 13 Jun 2019
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices Dandan Jiang Zhiqiang Hou Z. Bai 55 1 0 11 Apr 2019
Matrix denoising for weighted loss functions and heterogeneous signals W. Leeb 87 25 0 25 Feb 2019
The Full Spectrum of Deepnet Hessians at Scale: Dynamics with SGD Training and Sample Size Vardan Papyan 83 31 0 16 Nov 2018
Optimal spectral shrinkage and PCA with heteroscedastic noise Qiangqiang Wu Yanjie Liang 83 25 0 06 Nov 2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications Anru R. Zhang T. Tony Cai Yihong Wu 197 72 0 19 Oct 2018
Optimal Covariance Estimation for Condition Number Loss in the Spiked Model D. Donoho Behrooz Ghorbani 141 7 0 17 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of Large-dimensional Covariance Matrices Dandan Jiang Z. Bai 59 30 0 16 Aug 2018
Fundamental limits of detection in the spiked Wigner model A. Alaoui Florent Krzakala Michael I. Jordan 74 46 0 25 Jun 2018
Detection limits in the high-dimensional spiked rectangular model A. Alaoui Michael I. Jordan 82 20 0 20 Feb 2018
Optimal prediction in the linearly transformed spiked model Edgar Dobriban W. Leeb A. Singer 83 20 0 07 Sep 2017
Fundamental Limits of Weak Recovery with Applications to Phase Retrieval Marco Mondelli Andrea Montanari 89 122 0 20 Aug 2017
Asymptotic performance of PCA for high-dimensional heteroscedastic data David Hong Laura Balzano Jeffrey A. Fessler 76 55 0 20 Mar 2017
Phase Transitions of Spectral Initialization for High-Dimensional Nonconvex Estimation Yue M. Lu Gen Li 171 92 0 21 Feb 2017
Asymptotic properties of Principal Component Analysis and shrinkage-bias adjustment under the Generalized Spiked Population model Rounak Dey Seunggeun Lee 21 8 0 28 Jul 2016
Eigenvalue distributions of variance components estimators in high-dimensional random effects models Fan Zhou Iain M. Johnstone 55 13 0 08 Jul 2016
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application Qinwen Wang Jianfeng Yao 68 31 0 20 Apr 2015
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 182 153 0 03 Apr 2014
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models Damien Passemier M. Mckay Yang Chen 105 12 0 26 Feb 2014
Performance Analysis of Tyler's Covariance Estimator I. Soloveychik A. Wiesel 105 22 0 27 Jan 2014
A General Framework For Consistency of Principal Component Analysis D. Shen Haipeng Shen J. S. Marron 167 61 0 12 Nov 2012
On determining the number of spikes in a high-dimensional spiked population model Damien Passemier Jianfeng Yao 100 56 0 14 Apr 2011